Constructing general rough differential equations through flow approximations
Abstract
The non-linear sewing lemma constructs flows of rough differential equations from a braod class of approximations called almost flows. We consider a class of almost flows that could be approximated by solutions of ordinary differential equations, in the spirit of the backward error analysis. Mixing algebra and analysis, a Taylor formula with remainder and a composition formula are central in the expansion analysis. With a suitable algebraic structure on the non-smooth vector fields to be integrated, we recover in a single framework several results regarding high-order expansions for various kind of driving paths. We also extend the notion of driving rough path. We also introduce as an example a new family of branched rough paths, called aromatic rough paths modeled after aromatic Butcher series.
Cite
@article{arxiv.2006.10309,
title = {Constructing general rough differential equations through flow approximations},
author = {Antoine Lejay},
journal= {arXiv preprint arXiv:2006.10309},
year = {2021}
}
Comments
version R0 (august 4, 2020): bibliography update