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In [1], we proved the existence of solutions to reflected rough differential equations based on an idea of Euler approximation of the solutions which is due to Davie [6]. In this paper, we prove the existence theorem under weaker…

Probability · Mathematics 2016-08-29 Shigeki Aida

We present a general existence proof for a wide class of non-linear elliptic equations which can be applied to problems with barrier conditions without specifying any assumptions guaranteeing the uniqueness or local uniqueness of particular…

Differential Geometry · Mathematics 2009-06-06 Claus Gerhardt

We give a dimension-free Euler estimation of solution of rough differential equations in term of the driving rough path. In the meanwhile, we prove that, the solution of rough differential equation is close to the exponential of a Lie…

Classical Analysis and ODEs · Mathematics 2013-07-18 Youness Boutaib , Lajos Gergely Gyurkó , Terry Lyons , Danyu Yang

We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. In order to deal with the lack of control of the reflection measure the proof uses some…

Probability · Mathematics 2016-10-25 Aurelien Deya , Massimiliano Gubinelli , Martina Hofmanova , Samy Tindel

In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…

Probability · Mathematics 2015-04-24 Shigeki Aida

We develop the rough path counterpart of It\^o stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (It\^o / forward) stochastic differential equations treatable…

Probability · Mathematics 2017-09-18 Peter K. Friz , Huilin Zhang

We prove existence and uniqueness results for (mild) solutions to some non-linear parabolic evolution equations with a rough forcing term. Our method of proof relies on a careful exploitation of the interplay between the spatial and time…

Probability · Mathematics 2009-11-03 Thomas Cass , Zhongmin Qian , Jan Tudor

We are concerned with global existence for semilinear parabolic equations on Riemannian manifolds with negative sectional curvatures. A particular attention is paid to the class of initial conditions which ensure existence of global…

Analysis of PDEs · Mathematics 2017-07-27 Fabio Punzo

We consider a partial differential equation that arises in the coarse-grained description of epitaxial growth processes. This is a parabolic equation whose evolution is governed by the competition between the determinant of the Hessian…

Analysis of PDEs · Mathematics 2015-03-24 Carlos Escudero , Filippo Gazzola , Ireneo Peral

We show that a class of divergence-form elliptic problems with quadratic growth in the gradient and non-coercive zero order terms are solvable, under essentially optimal hypotheses on the coefficients in the equation. In addition, we prove…

Analysis of PDEs · Mathematics 2012-10-25 Louis Jeanjean , Boyan Sirakov

We give pointwise gradient bounds for solutions of (possibly non-uniformly) elliptic partial differential equations in the entire Euclidean space. The operator taken into account is very general and comprises also the singular and…

Analysis of PDEs · Mathematics 2019-03-13 Cecilia Cavaterra , Serena Dipierro , Alberto Farina , Zu Gao , Enrico Valdinoci

We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…

Probability · Mathematics 2026-04-08 Qingming Zhao , Xueru Liu , Wei Wang

In this paper, we establish the theory of nonlinear rough paths. We give the definition of nonlinear rough paths, and develop the integrals. Then, we study differential equations driven by nonlinear rough paths. Afterwards, we compare the…

Probability · Mathematics 2019-04-29 David Nualart , Panqiu Xia

In this article we study the existence of solutions to a fourth-order nonlinear PDE related to crystal surface growth. The key difficulty in the equations comes from the mobility matrix, which depends on the gradient of the solution. When…

Analysis of PDEs · Mathematics 2025-01-31 Brock C. Price , Xiangsheng Xu

In the past many papers have appeared which simulated surface growth with different growth models. The results showed that, if models differed only slightly in their `growth' rules, the resulting surfaces may belong to different…

Computational Physics · Physics 2009-10-31 W. E. Hagston , H. Ketterl

We prove the global existence of Dirac-wave maps with curvature term with small initial data on globally hyperbolic manifolds of arbitrary dimension which satisfy a suitable growth condition. In addition, we also prove a global existence…

Differential Geometry · Mathematics 2018-07-23 Volker Branding , Klaus Kroencke

We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, and uniform ellipticity conditions on the diffusion coefficient, we prove…

Probability · Mathematics 2024-02-15 Rémi Catellier , Romain Duboscq

We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rough paths is natural. On the way we develop a notion of rough integration and an efficient and intrinsic theory of rough differential…

Probability · Mathematics 2017-05-17 Thomas Cass , Bruce K. Driver , Christian Litterer

We establish the existence and uniqueness of the maximal pathwise solution for an abstract nonlinear stochastic evolutional equation, which takes the two and three dimensional stochastic Navier-Stokes equations as a typical model, forced by…

Analysis of PDEs · Mathematics 2024-07-02 Y. -X. Lin , Y. -G. Wang

In this paper we establish three global in time results for two fourth order nonlinear parabolic equations. The first of such equations involves the Hessian and appears in epitaxial growth. For such equation we give conditions ensuring the…

Analysis of PDEs · Mathematics 2025-01-23 Rafael Granero-Belinchón , Martina Magliocca