It is a classical yet surprising result that noise can have a
regularizing effect on differential equations. For example, adding a
Brownian motion to an ODE with bounded and measurable vector field leads to a well posed equation with Lipschitz continuous flow, while the
equation without noise may have none or many solutions. Classical proofs of this are based on stochastic analysis and on the link
between Brownian motion and the heat equation. In that argument it
is not obvious which property of the noise gives the regularization. A
more recent approach by Catellier and Gubinelli leads to a pathwise
understanding of regularization. I will present a
simplified version of their approach and use it to construct
"infinitely regularizing" paths: after adding them to an ODE we have
a unique solution and an infinitely smooth flow - even if
the vector field is only a tempered distribution. This is joint work
with Fabian Harang.
Angelegt am 08.10.2020 von N. N
Geändert am 15.11.2020 von Frank Wübbeling
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