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Related papers: Flows driven by Banach space-valued rough paths

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Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case…

Probability · Mathematics 2022-12-20 Pedro Catuogno , Lourival Lima , Paulo Ruffino

In this work, we develop the discrete solvability analysis for perturbed saddle-point problems in Banach spaces with forcing terms regularised by means of a projector constructed using the adjoint of a weighted Cl\'ement…

Numerical Analysis · Mathematics 2026-03-12 Abeer F. Alsohaim , Tomas Führer , Ricardo Ruiz-Baier , Segundo Villa-Fuentes

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

We establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…

Probability · Mathematics 2026-03-04 Sonja Cox , Asma Khedher , Thijs Maessen

In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…

Probability · Mathematics 2015-04-24 Shigeki Aida

Backward stochastic differential equations (BSDEs) in the sense of Pardoux-Peng [Backward stochastic differential equations and quasilinear parabolic partial differential equations, Lecture Notes in Control and Inform. Sci., 176, 200--217,…

Probability · Mathematics 2010-08-03 Joscha Diehl , Peter Friz

Recently, physics-driven deep learning methods have shown particular promise for the prediction of physical fields, especially to reduce the dependency on large amounts of pre-computed training data. In this work, we target the…

Fluid Dynamics · Physics 2022-10-12 Hao Ma , Yuxuan Zhang , Nils Thuerey , Xiangyu Hu , Oskar J. Haidn

We use simple sub-Riemannian techniques to prove that an arbitrary geometric p-rough path in the sense of Lyons (98) is the limit in sup-norm of a sequence of canonically lifted smooth paths, which are uniformly bounded in p-variation,…

Functional Analysis · Mathematics 2007-05-23 Peter Friz , Nicolas Victoir

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

For the natural initial conditions $L^1$ in the density field (more generally a positive bounded Radon measure) and $L^\infty$ in the velocity field we obtain global approximate solutions to the Cauchy problem for the 3-D systems of…

Analysis of PDEs · Mathematics 2014-06-03 Mathilde Colombeau

The universal limit theorem is a central result in rough path theory, which has been proved for: (i) rough paths with roughness $\frac{1}{3}< \alpha \leq \frac{1}{2}$; (ii) geometric rough paths with roughness $0< \alpha \leq 1$; (iii)…

Probability · Mathematics 2025-06-18 Xing Gao , Nannan Li , Dominique Manchon

We analyze common lifts of stochastic processes to rough paths/rough drivers-valued processes and give sufficient conditions for the cocycle property to hold for these lifts. We show that random rough differential equations driven by such…

Probability · Mathematics 2016-12-07 Ismael Bailleul , Sebastian Riedel , Michael Scheutzow

In this paper, we introduce a new class of subsets of bounded linear operators between Banach spaces which is p-version of the uniformly completely continuous sets. Then, we study the relationship between these sets with the equicompact…

Functional Analysis · Mathematics 2020-03-26 M. Alikhani

We focus on the presence of almost automorphy in strongly monotone skew-product semiflows on Banach spaces. Under the $C^1$-smoothness assumption, it is shown that any linearly stable minimal set must be almost automorphic. This extends the…

Dynamical Systems · Mathematics 2022-03-09 Yi Wang , Jinxiang Yao

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…

Probability · Mathematics 2024-06-06 Petr Čoupek , František Hendrych , Jakub Slavík

We develop efficient algorithms for a fundamental network design problem arising in potential-based flow models, which are central to many energy transport networks (e.g., hydrogen and electricity). In contrast to classical network flow…

Discrete Mathematics · Computer Science 2026-04-30 Max Klimm , Marc E. Pfetsch , Martin Skutella , Lea Strubberg

A geometric p-rough path can be seen to be a genuine path of finite p-variation with values in a Lie group equipped with a natural distance. The group and its distance lift (R^{d},+,0) and its Euclidean distance. This approach allows us to…

Probability · Mathematics 2007-05-23 Peter Friz , Nicolas Victoir

We introduce the space of rough paths with Sobolev regularity and the corresponding concept of controlled Sobolev paths. Based on these notions, we study rough path integration and rough differential equations. As main result, we prove that…

Probability · Mathematics 2021-04-23 Chong Liu , David J. Prömel , Josef Teichmann

In this paper we provide necessary and sufficient conditions for invariance of finite dimensional submanifolds for rough differential equations (RDEs) with values in a Banach space. Furthermore, we apply our findings to the particular…

Probability · Mathematics 2025-11-21 Stefan Tappe

In this work, we introduce an iterative linearised finite element method for the solution of Bingham fluid flow problems. The proposed algorithm has the favourable property that a subsequence of the sequence of iterates generated converges…

Numerical Analysis · Mathematics 2021-09-14 Pascal Heid , Endre Süli