Averaging along irregular curves and regularisation of ODEs

preprint2016arXivOpen access

Abstract

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

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