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Related papers: Differential Equations driven by \Pi-rough paths

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We study proper holomorphic maps between type-$\mathrm{I}$ irreducible bounded symmetric domains. In particular, we obtain rigidity results for such maps under certain assumptions. More precisely, let $f:D^{\mathrm{I}}_{p,q}\to…

Complex Variables · Mathematics 2020-11-23 Shan Tai Chan

The dynamics of rough differential equations (RDEs) has recently received a lot of interest. For example, the existence of local random center manifolds for RDEs has been established. In this work, we present an approximation for local…

Probability · Mathematics 2025-10-02 Alexandra Blessing , Dennis Rudik

We use Perron's method to construct viscosity solutions of fully nonlinear degenerate parabolic pathwise (rough) partial differential equations. This provides an intrinsic method for proving the existence of solutions that relies only on a…

Analysis of PDEs · Mathematics 2018-06-19 Benjamin Seeger

We prove the uniqueness of solutions to Dirichlet problem for p-harmonic maps with images in a small geodesic ball of the target manifold. As a consequence, we show that such maps have Hoelder continuous derivatives. This gives an extension…

Analysis of PDEs · Mathematics 2012-03-12 Ali Fardoun , Rachid Regbaoui

We establish the $\#P$-hardness of computing a broad class of immanants, even when restricted to specific categories of matrices. Concretely, we prove that computing $\lambda$-immanants of $0$-$1$ matrices is $\#P$-hard whenever the…

Computational Complexity · Computer Science 2025-11-21 Istvan Miklos , Cordian Riener

In this paper, we prove the large deviation principle (LDP) for stochastic differential equations driven by stochastic integrals in one dimension. The result can be proved with a minimal use of rough path theory, and this implies the LDP…

Probability · Mathematics 2025-01-03 Ryoji Takano

Integrability properties of (classical, linear, linear growth) rough differential equations (RDEs) are considered, the Jacobian of the RDE flow driven by Gaussian signals being a motivating example. We revisit and extend some recent…

Probability · Mathematics 2012-03-09 Peter Friz , Sebastian Riedel

We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…

Probability · Mathematics 2025-07-24 Purba Das , Anna P. Kwossek , David J. Prömel

We show that topological phases include disordered materials if the underlying invariant is interpreted as originating from coarse geometry. This coarse geometric framework, grounded in physical principles, offers a natural setting for the…

Disordered Systems and Neural Networks · Physics 2025-04-08 Christoph S. Setescak , Caio Lewenkopf , Matthias Ludewig

We prove a version of the Hopf-Rinow-theorem with respect to path metrics on discrete spaces. The novel aspect is that we do not a priori assume local finiteness but isolate a local finiteness type condition, called essential local…

Metric Geometry · Mathematics 2018-07-27 Matthias Keller , Florentin Münch

We introduce a geometric approach of integral curves for functional inequalities involving directional derivatives in the general context of differentiable manifolds that are equipped with a volume form. We focus on Hardy-type inequalities…

Analysis of PDEs · Mathematics 2021-09-20 Miltiadis Paschalis

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

In this Note, we study a transport-diffusion equation with rough coefficients and we prove that solutions are unique in a low-regularity class.

Analysis of PDEs · Mathematics 2016-05-16 Guillaume Lévy

The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…

Probability · Mathematics 2024-09-05 Maximilian Engel , Peter K. Friz , Tal Orenshtein

Based on a dyadic approximation of It\^o integrals, we show the existence of It\^o c\`adl\`ag rough paths above general semimartingales, suitable Gaussian processes and non-negative typical price paths. Furthermore, Lyons-Victoir extension…

Probability · Mathematics 2018-11-14 Chong Liu , David J. Prömel

Physics-informed neural networks have emerged as a prominent new method for solving differential equations. While conceptually straightforward, they often suffer training difficulties that lead to relatively large discretization errors or…

Mathematical Physics · Physics 2024-03-13 Shivam Arora , Alex Bihlo , Francis Valiquette

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

We construct in this article an explicit geometric rough path over arbitrary $d$-dimensional paths with finite $1/\alpha$-variation for any $\alpha\in(0,1)$. The method may be coined as 'Fourier normal ordering', since it consists in a…

Probability · Mathematics 2015-05-13 J. Unterberger

The recently introduced Physics-Informed Neural Networks (PINNs) have popularized least squares formulations of both forward and inverse problems involving partial differential equations (PDEs) in strong form. We employ both Isogeometric…

Numerical Analysis · Mathematics 2023-12-07 Kent-Andre Mardal , Jarle Sogn , Marius Zeinhofer

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz