Related papers: Regularity of the Ito-Lyons map

This paper introduces the path derivatives, in the spirit of Dupire's functional It\^o calculus, for the controlled paths in the rough path theory with possibly non-geometric rough paths. The theory allows us to deal with rough integration…

Examples of conformal dynamo maps have been presented earlier [Phys Plasmas \textbf{14}(2007)] where fast dynamos in twisted magnetic flux tubes in Riemannian manifolds were obtained. This paper shows that conformal maps, under the Floquet…

We introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the…

We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in the regularity of…

This paper studies the equivalence between differentiable and non-differentiable dynamics in Rn. Filippov's theory of discontinuous differential equations allows us to find flow solutions of dynamical systems whose vector fields undergo…

We prove F\"{o}llmer's pathwise It\^{o} formula for a Banach space-valued c\`{a}dl\`{a}g path. We also relax the assumption on the sequence of partitions along which we treat the quadratic variation of a path.

A branched rough path $X$ consists of a rough integral calculus for $X \colon [0, T] \to \mathbb R^d$ which may fail to satisfy integration by parts. Using Kelly's bracket extension [Kel12], we define a notion of pushforward of branched…

This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic processes and its dual can be…

We use a characterization of the fractional Laplacian as a Dirichlet to Neumann operator for an appropriate differential equation to study its obstacle problem. We write an equivalent characterization as a thin obstacle problem. In this way…

We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…

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 work, we study the regularity of positive solutions for nonlinear fractional differential equation with a singular weight. We define the new Banach space and use this space to show the regularity. We also give an example with a…

In this note, we discuss the mean curvature flow of graphs of maps between Riemannian manifolds. Special emphasis will be placed on estimates of the flow as a non-linear parabolic system of differential equations. Several global existence…

We present a local convergence analysis of inexact Newton-like methods for solving nonlinear equations under majorant conditions. This analysis provides an estimate of the convergence radius and a clear relationship between the majorant…

We investigate Tikhonov regularization methods for nonlinear ill-posed problems in Banach spaces, where the penalty term is described by Bregman distances. We prove convergence and stability results. Moreover, using appropriate source…

A comparison principle for stochastic integro-differential equations driven by Levy processes is proved. This result is obtained via an extension of an Ito formula from [11] for the square of the norm of the positive part of $L_2-$valued,…

We investigate the linear instability of flows that are stable according to Rayleigh's criterion for rotating fluids. Using Taylor-Couette flow as a primary test case, we develop large Reynolds number matched asymptotic expansion theories.…

We investigate regularity properties of the solution map for the intermediate long wave equation (ILW) on the real line. More precisely, we study the scaled ILW which was shown to converge to the Korteweg-de Vries equation (KdV) in…

In the present study, we use a fifth-order ordinary differential equation, a generalization of the Blasius equation derived from the Leray-alpha model, to examine the transition to turbulence in rough-wall boundary-layer flows. This…

We derive a functional It\^o-formula for non-anticipative maps of rough paths, based on the approximation properties of the signature of c\`adl\`ag rough paths. This result is a functional extension of the It\^o-formula for c\`adl\`ag rough…