|
mathsekr

Wilhelm Killing Kolloquium: Prof. Dr. Nicolas Perkowski (TU Berlin): per ZOOM: Infinite regularization by noise

Donnerstag, 19.11.2020 16:30 im Raum ZOOM
Mathematik und Informatik

Abstract: 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 are based on stochastic analysis and on the link between Brownian motion and 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 Donnerstag, 08.10.2020 11:50 von mathsekr
Geändert am Dienstag, 20.10.2020 11:28 von cgiet_01
[Edit | Vorlage]

Kolloquium Wilhelm Killing