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Averaging along irregular curves and regularisation of ODEs

R. Catellier and M. Gubinelli

First issued 8 May 2012 · PDF

Abstract

We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ where $w$ is a continuous driving function and $b$ 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 $w$ on the existence and uniqueness of solutions to this equation. In this context we introduce the notion of $\rho$-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 $w$ sampled according to the law of the fractional Brownian motion of Hurst index $H \in (0,1)$, we prove that almost surely the ODE admits a solution for all $b$ in the Besov–Hölder space $B^{\alpha+1}_{\infty , \infty}$ with $\alpha >-1/2H$. If $\alpha >1-1/2H$ then the solution is unique among a natural set of continuous solutions. If $H>1/3$ and $\alpha >3/2-1/2H$ or if $\alpha >2-1/2H$ then the equation admits a unique Lipschitz flow. Note that when $\alpha <0$ the vector field $b$ is only a distribution, nonetheless there exists a natural notion of solution for which the above results apply.

Versions

  1. Version 4 (arXiv v4) current
    4 February 2016
    arXiv comments: 49 pages, small typos and minor corrections
  2. Version 3 (arXiv v3)
    6 August 2015
    arXiv comments: 49 pages, small typos and minor corrections
  3. Version 2 (arXiv v2)
    29 June 2014
    arXiv comments: 49 pages, mostly rewritten and largely improved
  4. Version 1 (arXiv v1)
    8 May 2012
    arXiv comments: 28 pages

Cite

R. Catellier and M. Gubinelli. Averaging along irregular curves and regularisation of ODEs. Papers of Massimiliano Gubinelli, 2012, version 4. https://mgubi.org/papers/paper/averaging-irregular-curves/

Licence: arXiv.org perpetual, non-exclusive license to distribute; all other rights reserved to the authors

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