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Related papers: Flows driven by rough paths

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We show in this note how the machinery of C^1-approximate flows devised in the work "Flows driven by rough paths", and applied there to reprove and extend most of the results on Banach space-valued rough differential equations driven by a…

Probability · Mathematics 2013-09-25 Ismael Bailleul

By using an explicit ordinary differential equation to approximate the exponential solution flow, we extend the universal limit theorem to rough differential equation in Banach space driven by weak geometric rough path, and give the…

Classical Analysis and ODEs · Mathematics 2014-02-13 Terry J. Lyons , Danyu Yang

We introduce a differential structure for the space of weakly geometric p rough paths over a Banach space V for 2<p<3. We begin by considering a certain natural family of smooth rough paths and differentiating in the truncated tensor…

Probability · Mathematics 2011-03-01 Zhongmin Qian , Jan Tudor

We show in this work how the machinery of C^1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posedness results for path-dependent rough differential equations…

Probability · Mathematics 2013-09-06 Ismael Bailleul

This paper establishes the existence and uniqueness of solutions for rough differential equations driven by reduced rough paths with low regularity, specifically in the roughness regime $\frac{1}{3} < \alpha \leq \frac{1}{2}$. While the…

Probability · Mathematics 2025-12-02 Nannan Li , Xing Gao

These are lecture notes for a Master 2 course on rough differential equations driven by weak geometric Holder p-rough paths, for any p>2. They provide a short, self-contained and pedagogical account of the theory, with an emphasis on flows.…

Classical Analysis and ODEs · Mathematics 2014-04-04 Ismael Bailleul

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…

Classical Analysis and ODEs · Mathematics 2021-12-17 Antoine Lejay

We introduce a new framework to deal with rough differential equations based on flows and their approximations. Our main result is to prove that measurable flows exist under weak conditions, even solutions to the corresponding rough…

Probability · Mathematics 2019-05-17 Antoine Brault , Antoine Lejay

We introduce in this work a concept of rough driver that somehow provides a rough path-like analogue of an enriched object associated with time-dependent vector fields. We use the machinery of approximate flows to build the integration…

Probability · Mathematics 2018-03-20 I. Bailleul , S. Riedel

In this work a result of existence and uniqueness for a plane cavity driven steady flow is deduced using an analytical method for the resolution of a linear partial differential problem on a triangular domain. The solution admits a symbolic…

Analysis of PDEs · Mathematics 2009-12-23 Gianluca Argentini

We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a solution flow if the drift grows at most linearly.…

Probability · Mathematics 2016-05-19 Sebastian Riedel , Michael Scheutzow

We introduce a notion of p-rough integrator on any Banach manifolds, for any $p\geq 1$, which plays the role of weak geometric Holder p-rough paths in the usual Banach space setting. The awaited results on rough differential equations…

Classical Analysis and ODEs · Mathematics 2014-07-23 Ismael Bailleul

We construct an explicit transitive free action of a Banach space of H\"older functions on the space of branched rough paths, which yields in particular a bijection between theses two spaces. This endows the space of branched rough paths…

Probability · Mathematics 2020-03-20 Nikolas Tapia , Lorenzo Zambotti

Similar to ordinary differential equations, rough paths and rough differential equations can be formulated in a Banach space setting. For $\alpha\in (1/3,1/2)$, we give criteria for when we can approximate Banach space-valued weakly…

Probability · Mathematics 2023-03-09 Erlend Grong , Torstein Nilssen , Alexander Schmeding

We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not…

Probability · Mathematics 2009-05-15 Massimiliano Gubinelli , Antoine Lejay

In most fluid dynamics problems, the governing equations are nonlinear because of the presence of convective terms. Nevertheless, existence of solutions can be shown by direct sum provided one identifies, in the relevant Banach space of…

Mathematical Physics · Physics 2020-10-27 Antonino De Martino , Arianna Passerini

We consider multi-dimensional Gaussian processes and give a new condition on the covariance, simple and sharp, for the existence of stochastic area(s). Gaussian rough paths are constructed with a variety of weak and strong approximation…

Probability · Mathematics 2007-07-04 Peter Friz , Nicolas Victoir

We consider determining the $\R$-minimizing solution of ill-posed problem $A x = y$ for a bounded linear operator $A: X \to Y$ from a Banach space $X$ to a Hilbert space $Y$, where $\R: X \to (-\infty, \infty]$ is a strongly convex…

Numerical Analysis · Mathematics 2024-04-09 Qinian Jin , Wei Wang

We prove that the spaces of controlled (branched) rough paths of arbitrary order form a continuous field of Banach spaces. This structure has many similarities to an (infinite-dimensional) vector bundle and allows to define a topology on…

Probability · Mathematics 2025-07-30 Mazyar Ghani Varzaneh , Sebastian Riedel , Alexander Schmeding , Nikolas Tapia

We consider port-Hamiltonian systems from a geometric perspective, where the quantities involved such as state, flows, and efforts evolve in (possibly infinite-dimensional) Banach spaces. The main contribution of this article is the…

Dynamical Systems · Mathematics 2025-09-09 Timo Reis
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