English

A priori bounds for rough differential equations with a non-linear damping term

Probability 2022-03-07 v4

Abstract

We consider a rough differential equation with a non-linear damping drift term: \begin{align*} dY(t) = - |Y|^{m-1} Y(t) dt + \sigma(Y(t)) dX(t), \end{align*} where XX is a branched rough path of arbitrary regularity α>0\alpha >0, m>1m>1 and where σ\sigma is smooth and satisfies an mm and α\alpha-dependent growth property. We show a strong a priori bound for YY, which includes the "coming down from infinity" property, i.e. the bound on Y(t)Y(t) for a fixed t>0t>0 holds uniformly over all choices of initial datum Y(0)Y(0). The method of proof builds on recent work by Chandra, Moinat and Weber on a priori bounds for the ϕ4\phi^4 SPDE in arbitrary subcritical dimension. A key new ingredient is an extension of the algebraic framework which permits to derive an estimate on higher order conditions of a coherent controlled rough path in terms of the regularity condition at lowest level.

Keywords

Cite

@article{arxiv.2011.06645,
  title  = {A priori bounds for rough differential equations with a non-linear damping term},
  author = {Timothee Bonnefoi and Ajay Chandra and Augustin Moinat and Hendrik Weber},
  journal= {arXiv preprint arXiv:2011.06645},
  year   = {2022}
}

Comments

27 pages, typos fixed and references added

R2 v1 2026-06-23T20:09:39.506Z