Nonlinear Young differential equations: a review

Abstract: Nonlinear Young integrals have been first introduced in [Catellier,Gubinelli, SPA 2016] and provide a natural generalisation of classical Young ones, but also a versatile tool in the pathwise study of regularisation by noise phenomena. We present here a self-contained account of the theory, focusing on wellposedness results for abstract nonlinear Young differential equations, together with some new extensions; convergence of numerical schemes and nonlinear Young PDEs are also treated. Most results are presented for general (possibly infinite dimensional) Banach spaces and without using compactness assumptions, unless explicitly stated.

Review text

This article provides a substantial review of results for abstract nonlinear differential equations of type \[ x_t= x_0 + \int_0^t A(ds, x_s),\tag{1} \] where \(x\) is an \(\alpha\)-Hölder continuous path taking values in a Banach space \(V\) and \(A : [0,T]\times V \rightarrow V\) is a vector field with suitable space-time Hölder regularity. The paper deals exclusively the time regularity regime \(\alpha > 1/2\), also known as the Young (or level-1 rough path) regime. In the case \(A(t,z) = f(z)y_t\), where \(y\) is an \(U\)-valued \(\alpha\)-Hölder continuous path and \(f\) maps \(V\) into the space of linear maps from \(U\) to \(V\), Eq. (1) can be regarded as a rough differential equation driven by a signal \(y\) and can be rigorously interpreted by means of Young integrals such as introduced in [\textit{L. C. Young}, Acta Math. 67, 251--282 (1936; Zbl 0016.10404)]. This is the case of linear abstract Young Differential Equations (YDE in short) as presented in [\textit{A. Lejay}, J. Differ. Equations 249, No. 8, 1777--1798 (2010; Zbl 1216.34058)], which provides a review of the theory for YDE. The development for the construction of possible solutions of (1) in the general case is much more recent (starting in 2016 with [\textit{R. Catellier} and \textit{M. Gubinelli}, Stochastic Processes Appl. 126, No. 8, 2323--2366 (2016; Zbl 1348.60083)] in applications to additively perturbed ODEs) and seems particularly effective in applications to the so-called \textit{regularization by noise} phenomena (see [\textit{K. Chouk} and \textit{M. Gubinelli}, ``Nonlinear PDEs with modulated dispersion. II: Korteweg-de Vries equation, Preprint, \url{arXiv:1406.7675}; \textit{K. Chouk} and \textit{M. Gubinelli}, Commun. Partial Differ. Equations 40, No. 11, 2047--2081 (2015; Zbl 1337.35132)]). Starting almost from scratch -- the paper contains an exposition of the sewing lemma and the construction of the nonlinear Young integral (the reader has only to be acquainted with Bochner integration) -- the author collects progressive and extensive theoretical results for abstract solutions of \textit{nonlinear} YDE Eq. (1) in a self-contained exposition: the article provides general criteria for existence, uniqueness and stability of solutions of Eq. (1), as well as convergence of numerical schemes and differentiability of the flow. In the last sections the paper provides also some new material such as a refined criteria for uniqueness of solutions (\textit{conditional uniqueness}) and the study of Young transport and Young parabolic type of PDEs. In a way, this work may be partially regarded as an extension of the review [\textit{A. Lejay}, J. Differ. Equations 249, No. 8, 1777--1798 (2010; Zbl 1216.34058)] for linear YDE. All the theory is developed in (possibly infinite dimensional) Banach spaces and relies systematically on the use of the sewing lemma. Although the paper deals with a difficult subject, the paper is very clearly written. Note that are a few minor wording typos remaining in the final published version.

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