Related papers: Regularity of the Ito-Lyons map

This paper concerns an extension of discrete gradient methods to finite-dimensional Riemannian manifolds termed discrete Riemannian gradients, and their application to dissipative ordinary differential equations. This includes Riemannian…

This work considers the Fr\'echet derivative of the idealized forward map of two-dimensional electrical impedance tomography, i.e., the linear operator that maps a perturbation of the coefficient in the conductivity equation over a bounded…

We prove a rough It\^o formula for path-dependent functionals of $\alpha$-H\"older continuous paths for $\alpha\in(0,1)$. Our approach combines the sewing lemma and a Taylor approximation in terms of path-dependent derivatives.

We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. This provides a multi-level generalisation of the isomorphism of Lejay-Victoir (2006) as well as a canonical version of the It\^o-Stratonovich…

We show in this work how the machinery of C^1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posedness results for path-dependent rough differential equations…

Alternative iterative methods for a nonexpansive mapping in a Banach space are proposed and proved to be convergent to a common solution to a fixed point problem and a variational inequality. We give rates of asymptotic regularity for such…

We establish the higher differentiability of solutions to a class of obstacle problems for integral functionals where the convex integrand f satisfies p-growth conditions with respect to the gradient variable. We derive that the higher…

We establish the regularity theory for certain critical elliptic systems with an anti-symmetric structure under inhomogeneous Neumann and Dirichlet boundary constraints. As applications, we prove full regularity and smooth estimates at the…

We present a mathematical approach that simplifies the theoretical treatment of electromagnetic localization in random media and leads to closed form analytical solutions. Starting with the assumption that the dielectric permittivity of the…

We consider the Euler-Maruyama approximation for multi-dimensional stochastic differential equations with irregular coefficients. We provide the rate of strong convergence where the possibly discontinuous drift coefficient satisfies a…

In this paper we focus on the map matching problem where the goal is to find a path through a planar graph such that the path through the vertices closely matches a given polygonal curve. The map matching problem is usually approached with…

We prove that if a mapping F:X to Y, where X and Y are Banach spaces, is metrically regular at x for y and its inverse F^{-1} is convex and closed valued locally around (x,y), then for any function G:X to Y with lip G(x)regF(x|y)) < 1, the…

We prove existence, uniqueness and regularity of weak solutions of Kolmogorov--Fokker--Planck equations with either local or non-local diffusion in the velocity variable and rough diffusion coefficients or kernels. Our results cover the…

We study the cohomological equation $Xu=f$ for smooth locally Hamiltonian flows on compact surfaces. The main novelty of the proposed approach is that it is used to study the regularity of the solution $u$ when the flow has saddle loops,…

We consider the logarithmic Schr{\"o}dinger equation, in various geometric settings. We show that the flow map can be uniquely extended from H^1 to L^2 , and that this extension is Lipschitz continuous. Moreover, we prove the regularity of…

We consider a possibly strongly degenerate parabolic semilinear problem which can be applied to a differential model for pricing financial derivatives. We prove the asked regularity for applying the Ito's formula which is used for building…

We consider the regularity of measurable solutions $\chi$ to the cohomological equation \[ \phi = \chi \circ T -\chi, \] where $(T,X,\mu)$ is a dynamical system and $\phi \colon X\rightarrow \R$ is a $C^k$ valued cocycle in the setting in…

By analogy with work of Hitchin on integrable systems, we construct natural relaxations of several kinds of moduli spaces of difference equations, with special attention to a particular class of difference equations on an elliptic curve…

We obtain conditions for the differentiability of weak solutions for a second-order uniformly elliptic equation in divergence form with a homogeneous co-normal boundary condition. The modulus of continuity for the coefficients is assumed to…

We show the smoothness of weakly Dirac-harmonic maps from a closed spin Riemann surface into stationary Lorentzian manifolds, and obtain a regularity theorem for a class of critical elliptic systems without anti-symmetry structures.