We analyse the effect of a generic continuous additive perturbation to the well-posedness of ordinary differential equations. Genericity here is understood in the sense of prevalence. This allows us to discuss these problems in a setting where we do not have to commit ourselves to any restrictive assumption on the statistical properties of the perturbation. The main result is that a generic continuous perturbation renders the Cauchy problem well-posed for arbitrarily irregular vector fields. Therefore we establish regularisation by noise “without probability”.

Noiseless regularisation by noise

Galeati L;
2022-01-01

Abstract

We analyse the effect of a generic continuous additive perturbation to the well-posedness of ordinary differential equations. Genericity here is understood in the sense of prevalence. This allows us to discuss these problems in a setting where we do not have to commit ourselves to any restrictive assumption on the statistical properties of the perturbation. The main result is that a generic continuous perturbation renders the Cauchy problem well-posed for arbitrarily irregular vector fields. Therefore we establish regularisation by noise “without probability”.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11697/244720
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