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We propose a theory of linear differential equations driven by unbounded operator-valued rough signals. As an application we consider rough linear transport equations and more general linear hyperbolic symmetric systems of equations driven…

Analysis of PDEs · Mathematics 2017-06-27 I. Bailleul , M. Gubinelli

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

Numerical Analysis · Mathematics 2023-08-22 J Droniou , R Eymard , T Gallouët , C Guichard , R Herbin

A class of singular 3D-velocity vector fields is constructed which satisfy the incompressible 3D-Euler equation. It is shown that such a solution scheme does not exist in dimension 2. The solutions constructed are bounded and smooth up to…

Analysis of PDEs · Mathematics 2012-10-03 Joerg Kampen

We give an elementary proof that Davie's definition of a solution to a rough differential equation and the notion of solution given by Bailleul in (Flows driven by rough paths) coincide. This provides an alternative point on view on the…

Classical Analysis and ODEs · Mathematics 2019-03-25 I. Bailleul

We consider a class of particular solutions to the (2+1)-dimensional nonlinear partial differential equation (PDE) $u_t +\partial_{x_2}^n u_{x_1} - u_{x_1} u =0$ (here $n$ is any integer) reducing it to the ordinary differential equation…

Exactly Solvable and Integrable Systems · Physics 2015-06-15 A. I. Zenchuk

At present, only some special differential equations have explicit analytical solutions. In general, no one thinks that it is possible to analytically find the exact solution of nonlinear equations. In this article based on the idea that…

Classical Analysis and ODEs · Mathematics 2020-04-14 Ming Tian Xu

We consider a rough differential equation indexed by a small parameter $\varepsilon>0$. When the rough differential equation is driven by fractional Brownian motion with Hurst parameter $H$ ($1/4<H<1/2$), we prove the Laplace-type…

Probability · Mathematics 2013-02-05 Yuzuru Inahama

We give a relation between the radius and the dimension in which the asymptotic formula in the Waring problem holds in a multiplicative and dimension-free fashion.

Number Theory · Mathematics 2023-03-16 Jarosław Mirek , Wojciech Słomian , Błażej Wróbel

We give in this note a simple treatment of the non-explosion problem for rough differential equations driven by unbounded vector fields and weak geometric rough paths of arbitrary roughness.

Classical Analysis and ODEs · Mathematics 2018-02-19 I. Bailleul , R. Catellier

In a recent paper by Kamrani et al. (2024), exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise was discussed, and the convergence order close to the Hurst parameter H was proved.…

Probability · Mathematics 2024-07-08 Haozhe Chen , Zhaotong Shen , Qian Yu

In this note we consider differential equations driven by a signal $x$ which is $\gamma$-H\"older with $\gamma>1/3$, and is assumed to possess a lift as a rough path. Our main point is to obtain existence of solutions when the coefficients…

Probability · Mathematics 2017-08-17 Prakash Chakraborty , Samy Tindel

We give a general result on the effective degrees of freedom for nonlinear least squares estimation, which relates the degrees of freedom to the divergence of the estimator. We show that in a general framework, the divergence of the least…

Statistics Theory · Mathematics 2014-12-15 Niels Richard Hansen , Alexander Sokol

The global existence of smooth solutions to the vacuum free boundary problem with physical singularity of compressible Euler equations with damping and gravity is proved in space dimensions $n=1, 2, 3$, for the initial data being small…

Analysis of PDEs · Mathematics 2021-10-29 Huihui Zeng

In this work we study the asymptotic behavior of solutions of the incompressible two-dimensional Euler equations in the exterior of a single smooth obstacle when the obstacle becomes very thin tending to a curve. We extend results by…

Analysis of PDEs · Mathematics 2015-05-13 Christophe Lacave

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

In this paper we deal with pointwise approximation of solutions of stochastic differential equations (SDEs) driven by infinite dimensional Wiener process with additional jumps generated by Poisson random measure. The further investigations…

Probability · Mathematics 2022-05-04 Paweł Przybyłowicz , Michał Sobieraj , Łukasz Stȩpień

We study the free boundary Euler equations in two spatial dimensions. We prove that if the boundary is sufficiently regular, then solutions of the free boundary fluid motion converge to solutions of the Euler equations in a fixed domain…

Analysis of PDEs · Mathematics 2014-03-27 Marcelo M. Disconzi , David G. Ebin

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 the present article we study strong approximation of solutions of scalar stochastic differential equations (SDEs) with bounded and $\alpha$-H\"older continuous drift coefficient and constant diffusion coefficient at time point $1$.…

Probability · Mathematics 2025-04-30 Simon Ellinger , Thomas Müller-Gronbach , Larisa Yaroslavtseva

In this paper we propose some approaches for finding of pointwise estimates of a solution of the Dirichlet boundary value problem $-\Delta u \pm |u|^{q-1} u = 0 $, $|u|=k$ when $|x|=d<1$ and $|u|=0$ when $|x|=1$ where $x\in \Omega = \{x|…

Analysis of PDEs · Mathematics 2007-05-23 I. V. Burskii