Controlling Rough Paths

We formulate indefinite integration with respect to an irregular function as an algebraic problem and provide a criterion for the existence and uniqueness of a solution. This allows us to define a good notion of integral with respect to irregular paths with Hoelder exponent greater than 1/3 (e.g. samples of Brownian motion) and study the problem of the existence, uniqueness and continuity of solution of differential equations driven by such paths. We recover Young's theory of integration and the main results of Lyons' theory of rough paths in Hoelder topology.Comment: 43 pages, no figures, corrected a proof in Sec.

Gibbs measures for self-interacting Wiener paths

In this note we study a class of specifications over $d$-dimensional Wiener measure which are invariant under uniform translation of the paths. This degeneracy is removed by restricting the measure to the $\sigma$-algebra generated by the increments of the coordinate process. We address the problem of existence and uniqueness of Gibbs measures and prove a central limit theorem for the rescaled increments. These results apply to the study of the ground state of the Nelson model of a quantum particle interacting with a scalar boson field.Comment: 15 pages, no figures; typos, details added to the proof

Rooted trees for 3d Navier-Stokes equation

We establish a representation of a class of solutions of 3d Navier-Stokes equations in $\R^3$ using sums over rooted trees. We study the convergence properties of this series recovering in a simplified manner some results obtained recently by Sinai and other known results for solutions in spaces of pseudo-measures introduced initially by Le Jan and Sznitman. The series representation make sense also in the critical case where there exists global solutions for small initial data and it allows the study of their long-time or small-distance behavior.Comment: 11 page

Nonlinear PDEs with modulated dispersion II: Korteweg--de Vries equation

We continue the study of various nonlinear PDEs under the effect of a time--inhomogeneous and irregular modulation of the dispersive term. In this paper we consider the modulated versions of the 1d periodic or non-periodic Korteweg--de Vries (KdV) equation and of the modified KdV equation. For that we use a deterministic notion of "irregularity" for the modulation and obtain local and global results similar to those valid without modulation. In some cases the irregularity of the modulation improves the well-posedness theory of the equations. Our approach is based on estimates for the regularising effect of the modulated dispersion on the non-linear term using the theory of controlled paths and estimates stemming from Young's theory of integration.Comment: 37 page

Nonlinear PDEs with modulated dispersion I: Nonlinear Schr\"odinger equations

We start a study of various nonlinear PDEs under the effect of a modulation in time of the dispersive term. In particular in this paper we consider the modulated non-linear Schr\"odinger equation (NLS) in dimension 1 and 2 and the derivative NLS in dimension 1. We introduce a deterministic notion of "irregularity" for the modulation and obtain local and global results similar to those valid without modulation. In some situations, we show how the irregularity of the modulation improves the well--posedness theory of the equations. We develop two different approaches to the analysis of the effects of the modulation. A first approach is based on novel estimates for the regularising effect of the modulated dispersion on the non-linear term using the theory of controlled paths. A second approach is an extension of a Strichartz estimated first obtained by Debussche and Tsutsumi in the case of the Brownian modulation for the quintic NLS.Comment: 27 pages. Extensive reorganisation of the material and typos correcte

Unbounded rough drivers

We propose a theory of linear differential equations driven by unbounded operator-valued rough signals. As an application we consider rough linear transport equations and more general linear hyperbolic symmetric systems of equations driven by time-dependent vector fields which are only distributions in the time direction.Comment: 38 pages. some improvements and precision

Gibbs measures on Brownian currents

Motivated by applications to quantum field theory we consider Gibbs measures for which the reference measure is Wiener measure and the interaction is given by a double stochastic integral and a pinning external potential. In order properly to characterize these measures through DLR equations, we are led to lift Wiener measure and other objects to a space of configurations where the basic observables are not only the position of the particle at all times but also the work done by test vector fields. We prove existence and basic properties of such Gibbs measures in the small coupling regime by means of cluster expansion.Comment: 51 page