Averaging along irregular curves and regularisation of ODEs
Abstract
We consider the ordinary differential equation (ODE) where is a continuous driving function and is a time-dependent vector field which possibly is only a distribution in the space variable. We quantify the regularising properties of an arbitrary continuous path on the existence and uniqueness of solutions to this equation. In this context we introduce the notion of -\tmtextit{irregularity} and show that it plays a key role in some instances of the regularisation by noise phenomenon. In the particular case of a function sampled according to the law of the fractional Brownian motion of Hurst index , we prove that almost surely the ODE admits a solution for all in the Besov-H\~A{\P}lder space with . If then the solution is unique among a natural set of continuous solutions. If and or if then the equation admits a unique Lipschitz flow. Note that when the vector field is only a distribution, nonetheless there exists a natural notion of solution for which the above results apply.
Keywords
Cite
@article{arxiv.1205.1735,
title = {Averaging along irregular curves and regularisation of ODEs},
author = {R. Catellier and M. Gubinelli},
journal= {arXiv preprint arXiv:1205.1735},
year = {2016}
}
Comments
49 pages, small typos and minor corrections