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Related papers: Flows driven by rough paths

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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

This chapter describes how gradient flows and nonlinear power methods in Banach spaces can be used to solve nonlinear eigenvector-dependent eigenvalue problems, and how convergence of (discretized) approximations can be verified. We review…

Numerical Analysis · Mathematics 2022-03-15 Leon Bungert , Martin Burger

We prove some results, which are used in arXiv:1406.7871, about weakly geometric rough paths that are well-known in finite dimensions, but need proof in the infinite dimensional setting.

Classical Analysis and ODEs · Mathematics 2015-10-15 Horatio Boedihardjo , Xi Geng , Terry Lyons , Danyu Yang

We show how the flow approach of Duch, with elementary differentials as coordinates, can be used to prove well-posedness for rough stochastic differential equations driven by fractional Brownian motion with Hurst index $H > \frac{1}{4}$. A…

Probability · Mathematics 2026-03-03 Ajay Chandra , Léonard Ferdinand

We present an elementary Functional Analytic proof of the roughness of Exponential Dichotomy of Ordinary Differential Equations (with exponential growth) on an arbitrary Banach Space.

Functional Analysis · Mathematics 2009-06-05 Osvaldo Mendez , Nada al Hanna

Using truncated variation techniques we obtain an improved version of the Loeve-Young inequality for the Riemann-Stieltjes integrals driven by rough paths. This allowed us to strenghten some result on the existence of solutions of integral…

Functional Analysis · Mathematics 2014-09-16 Rafał M. Łochowski

Motivated by applications to fluid dynamics, we study rough differential equations (RDEs) and rough partial differential equations (RPDEs) with non-Lipschitz drifts. We prove well-posedness and existence of a flow for RDEs with Osgood…

Analysis of PDEs · Mathematics 2025-02-18 Lucio Galeati , James-Michael Leahy , Torstein Nilssen

Existence and uniqueness for rough flows, transport and continuity equations driven by general geometric rough paths are established.

Analysis of PDEs · Mathematics 2021-10-05 Carlo Bellingeri , Ana Djurdjevac , Peter K. Friz , Nikolas Tapia

The present paper aims to establish the local well-posedness of Euler's fluid equations on geometric rough paths. In particular, we consider the Euler equations for the incompressible flow of an ideal fluid whose Lagrangian transport…

Analysis of PDEs · Mathematics 2022-07-01 Dan Crisan , Darryl D. Holm , James-Michael Leahy , Torstein Nilssen

This paper is concerned with the basic model for compressible and incompressible two phase flows with phase transitions The flows are separated by nearly flat interface represented as a graph over the $N-1$ dimensional Euclidean space…

Analysis of PDEs · Mathematics 2015-01-13 Yoshihiro Shibata

The general concern of this paper is the effect of rough boundaries on fluids. We consider a stationary flow, governed by incompressible Navier-Stokes equations, in an infinite domain bounded by two horizontal rough plates. The roughness is…

Analysis of PDEs · Mathematics 2007-05-23 Arnaud Basson , David Gerard-Varet

Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional…

Probability · Mathematics 2015-03-09 François Delarue , Roland Diel

Unique continuation properties for a class of evolution equations defined on Banach spaces are considered from two different point of views: the first one is based on the existence of conserved quantities, which very often translates into…

Analysis of PDEs · Mathematics 2023-05-23 Igor Leite Freire

We consider the system of partial differential equations governing two-dimensional flows of a robust class of viscoelastic rate-type fluids with stress diffusion, involving a general objective derivative. The studied system generalizes the…

Analysis of PDEs · Mathematics 2022-06-08 Miroslav Bulíček , Josef Málek , Casey Rodriguez

In this paper we consider rough differential equations on a smooth manifold $\left( M\right) .$ The main result of this paper gives sufficient conditions on the driving vector-fields so that the rough ODE's have global (in time) solutions.…

Differential Geometry · Mathematics 2018-10-10 Bruce K. Driver

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 show in this note that the Ito-Lyons solution map associated to a rough differential equation is Frechet differentiable when understood as a map between some Banach spaces of controlled paths. This regularity result provides an…

Probability · Mathematics 2015-04-30 I. Bailleul

We establish two results concerning a class of geometric rough paths $\mathbf{X}$ which arise as Markov processes associated to uniformly subelliptic Dirichlet forms. The first is a support theorem for $\mathbf{X}$ in $\alpha$-H\"older…

Probability · Mathematics 2018-06-18 Ilya Chevyrev , Marcel Ogrodnik

We investigate the abstract Cauchy problem for a quasilinear parabolic equation in a Banach space of the form \( du_t -L_t(u_t)u_t dt = N_t(u_t)dt + F(u_t)\cdot d\mathbf X_t \), where \( \mathbf X\) is a \( \gamma\)-H\"older rough path for…

Probability · Mathematics 2022-07-12 Antoine Hocquet , Alexandra Neamţu

In this paper, we show that the main algebraic assumption required to perform a fixed point argument for rough differential equations implies the algebraic assumption for the Bailleul flow approach. This assumption requires that the rough…

Probability · Mathematics 2026-02-20 Yvain Bruned , Yingtong Hou , Paul Laubie , Zhicheng Zhu