Related papers: Path-dependent rough differential equations
The paper deals with the fast-slow motions setups in the continuous time $\frac {dX^\ve(t)}{dt}=\frac 1\ve\sig(X^\ve(t))\xi(t/\ve^2)+b(X^\ve(t)),\, t\in [0,T]$ and the discrete time…
This work concerns a type of path-dependent multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the well-posedness for path-dependent multivalued stochastic differential equations under the Lipschitz…
Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.
The article describes various aspects of mathematical modeling of fluid flows, both in general and with reference to hydraulic machinery. The article reviews historical development of corresponding methods of mathematical modeling.…
In the unsplittable flow problem on a path, we are given a capacitated path $P$ and $n$ tasks, each task having a demand, a profit, and start and end vertices. The goal is to compute a maximum profit set of tasks, such that for each edge…
A new important relation between fluid mechanics and differential geometry is established. We study smooth steady solutions to the Euler equations with the additional property: the velocity vector is orthogonal to the gradient of the…
Optical Flow algorithms are of high importance for many applications. Recently, the Flow Field algorithm and its modifications have shown remarkable results, as they have been evaluated with top accuracy on different data sets. In our…
In this paper we study rough differential equations driven by Gaussian rough paths from the viewpoint of Malliavin calculus. Under mild assumptions on coefficient vector fields and underlying Gaussian processes, we prove that solutions at a…
We propose a new analyzing method, which is called the tautological flow method, to analyze the integrability of partial difference equations (P$\Delta$Es) based on that of partial differential equations (PDEs). By using this method, we…
Using a continuous unitary transformation recently proposed by Wegner \cite{Wegner} together with an approximation that neglects irrelevant contributions, we obtain flow equations for Hamiltonians. These flow equations yield a diagonal or…
Standard diffuse approximations of the Willmore flow often lead to intersecting phase boundaries that in many cases do not correspond to the intended sharp interface evolution. Here we introduce a new two-variable diffuse approximation that…
Computational Fluid Dynamics (CFD) simulations are a very important tool for many industrial applications, such as aerodynamic optimization of engineering designs like cars shapes, airplanes parts etc. The output of such simulations, in…
Time-dependent flow fields are typically generated by a computational fluid dynamics (CFD) method, which is an extremely time-consuming process. However, the latent relationship between the flow fields is governed by the Navier-Stokes…
We consider Euclidean path integrals with higher derivative actions, including those that depend quadratically on acceleration, velocity and position. Such path integrals arise naturally in the study of stiff polymers, membranes with…
We prove quantitative estimates on flows of ordinary differential equations with vector field with gradient given by a singular integral of an $L^1$ function. Such estimates allow to prove existence, uniqueness, quantitative stability and…
The main contribution of this paper is the formulation of a diffuse approximation method(DAM), for two-dimensional channel flows. The proposed method is based on the vorticity-streamfunction formulation. The DAM which estimates derivates of…
In the article, the rough path theory is extended to cover paths from the exponential Besov-Orlicz space \[B^\alpha_{\Phi_\beta,q}\quad\mbox{ for }\quad \alpha\in (1/3,1/2],\,\quad \Phi_\beta(x) \sim…
In this paper, the steady creeping flow equations of a second grade fluid in cartesian coordinates are considered; the equations involve a small parameter related to the dimensionless non--Newtonian coefficient. According to a recently…
We introduce a notion of approximate viscosity solution for a class of nonlinear path-dependent PDEs (PPDEs), including the Hamilton-Jacobi-Bellman type equations. Existence, comparaison and stability results are established under fairly…
In this paper we introduce the branched $\alpha$-flows on closed surfaces with Euler characteristic \(\chi \leq 0\). Based on the strict convexity of the branched $\alpha$-potentials, we establish the long time existence and convergence of…