Related papers: Regularity of the Ito-Lyons map
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.
Lyons' Rough Path theory is currently formulated in p-variation topology. We extend his main-result, the Universal Limit Theorem, to a stronger Hoelder topology. Several approximations to Brownian Rough Paths are studied. As application of…
We consider the stochastic continuity equation associated to an It\^{o} diffusion with irregular drift and diffusion coefficients. We give regularity conditions under which weak solutions are renormalized in the sense of DiPerna/Lions, and…
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…
We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a solution flow if the drift grows at most linearly.…
We prove that the path space of a differentiable manifold is diffeomorphic to a Fr\'echet space, endowing the path space with a linear structure. Furthermore, the base point preserving mapping space consisting of maps from a cube to a…
We have developed a theoretical analysis to systematically study the late-time evolution of the Rayleigh-Taylor instability in a finite-sized spatial domain. The nonlinear dynamics of fluids with similar and contrasting densities are…
We show how to use geometric arguments to prove that the terminal solution to a rough differential equation driven by a geometric rough path can be obtained by driving the same equation by a piecewise linear path. For this purpose, we…
Since the breakthrough in rough paths theory for stochastic ordinary differential equations (SDEs), there has been a strong interest in investigating the rough differential equation (RDE) approach and its numerous applications. Rough path…
This article is concerned with a regularity analysis of parametric operator equations with a perspective on uncertainty quantification. We study the regularity of mappings between Banach spaces near branches of isolated solutions that are…
This article shows an It\^o-Wentzell type formula adapted to rough paths with $\alpha$-H\"older regularity $\alpha \in (\frac{1}{3},\frac{1}{2}]$. We improve previous results of R. Castrequini and P. Catuogno for the Young integral and C.…
Cohomological equations appear frequently in dynamical systems. One of the most classical examples is the Liv\v{s}ic equation $$ v(x) = \alpha \circ F(x) - \alpha(x).$$ The existence and regularity of its solutions $\alpha$ is well…
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,…
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…
We study the spectral properties of the Ruelle-Perron-Frobenius operator associated to an Anosov map on classes of functions with high smoothness. To this end we construct anisotropic Banach spaces of distributions on which the transfer…
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
Let $X, Y$ be infinite dimensional, Banach spaces. Let $\mathcal{L}(X, Y)$ be the space of bounded operators . Motivated by the fact that smoothness of norm in the higher duals of even order of a Banach space can lead to Frechet…
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…
Based on an isomorphism between Grossman Larson Hopf algebra and Tensor Hopf algebra, we apply a sub-Riemannian geometry technique to branched rough differential equations and obtain the explicit Lipschitz continuity of the solution with…
In this article we consider the inhomogeneous incompressible Euler equations describing two fluids with different constant densities under the influence of gravity as a differential inclusion. By considering the relaxation of the…