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We develop a fundamental framework for and extend the theory of rough paths to Lipschitz-gamma manifolds.

Classical Analysis and ODEs · Mathematics 2011-02-07 Thomas Cass , Christian Litterer , Terry Lyons

The paper is split in two parts: in the first part, we construct the exact likelihood for a discretely observed rough differential equation, driven by a piecewise linear path. In the second part, we use this likelihood in order to construct…

Statistics Theory · Mathematics 2018-07-10 Anastasia Papavasiliou , Kasia B. Taylor

In this work, we propose and analyze a residual-minimization strategy for the numerical solution of nonlinear PDEs posed in Banach spaces. Given a finite-dimensional trial space and a suitably enriched discrete test space (of higher…

Numerical Analysis · Mathematics 2026-04-02 Ignacio Muga , Jorge Perera , Sergio Rojas , Ricardo Ruiz-Baier

Set differential equations are usually formulated in terms of the Hukuhara differential, which implies heavy restrictions for the nature of a solution. We propose to reformulate set differential equations as ordinary differential equations…

Classical Analysis and ODEs · Mathematics 2015-08-14 Martin Rasmussen , Janosch Rieger , Kevin Webster

This paper addresses the study and characterizations of variational convexity of extended-real-valued functions on Banach spaces. This notion has been recently introduced by Rockafellar, and its importance has been already realized and…

Optimization and Control · Mathematics 2023-08-29 Pham Duy Khanh , Vu Vinh Huy Khoa , Boris S. Mordukhovich , Vo Thanh Phat

This thesis explores two important areas in the mathematical analysis of nonlinear partial differential equations: Generalized gradient flows and vector valued Orlicz spaces. The first part deals with the existence of strong solutions for…

Analysis of PDEs · Mathematics 2024-02-01 Thomas Ruf

This is an attempt to build Banach space valued theory for certain singular integrals on Hamming cube. Of course all estimates below are dimension independent, and we tried to find ultimate sharp assumptions on the Banach space for a…

Functional Analysis · Mathematics 2022-04-27 Paata Ivanisvili , Alexander Volberg

A path deviation equation in the Parameterized Absolute Parallelism (PAP) geometry is derived. This equation includes curvature and torsion terms. These terms are found to be naturally quantized. The equation represents the deviation from a…

General Relativity and Quantum Cosmology · Physics 2007-05-23 M. I. Wanas

The existence of unique solutions is established for rough differential equations (RDEs) with path-dependent coefficients and driven by c\`adl\`ag rough paths. Moreover, it is shown that the associated solution map, also known as…

Probability · Mathematics 2025-08-26 Anna P. Kwossek , Andreas Neuenkirch , David J. Prömel

In this paper, using generalized metric projection, we propose a new extragradient method for finding a common element of the solutions set of a generalized equilibrium problem and a variational inequality for an $\alpha$-inverse-strongly…

Functional Analysis · Mathematics 2016-11-01 Zeynab Jouymandi , Fridoun Moradlou

We show how to apply ideas from the theory of rough paths to the analysis of low-regularity solutions to non-linear dispersive equations. Our basic example will be the one dimensional Korteweg--de Vries (KdV) equation on a periodic domain…

Analysis of PDEs · Mathematics 2009-07-21 M. Gubinelli

We obtain a remainder estimate for the truncated Taylor expansion for differential equations driven by weakly geometric $\Pi $-rough paths for $\Pi =\left( p_{1},\cdots ,p_{k}\right) $, $p_{i}\geq 1$. When there exists $ p\geq 1$ such that…

Classical Analysis and ODEs · Mathematics 2023-01-20 Danyu Yang

This paper develops a geometric approach of variational analysis for the case of convex objects considered in locally convex topological spaces and also in Banach space settings. Besides deriving in this way new results of convex calculus,…

Optimization and Control · Mathematics 2017-05-12 Boris Mordukhovich , Nguyen Mau Nam , R. Blake Rector , Tuyen Tran

We consider a certain type of geometric properties of Banach spaces, which includes for instance octahedrality, almost squareness, lushness and the Daugavet property. For this type of properties, we obtain a general reduction theorem,…

Functional Analysis · Mathematics 2017-11-27 Jan-David Hardtke

In this paper we solve some differential equations in the $D_h$ derivative in Ward's sense. We use a special metric in the formal power series ring $\K[[x]]$. The solutions of that equations are giving in terms of fixed points for certain…

Combinatorics · Mathematics 2024-08-23 Ana Luzón , Manuel A. Morón , José L. Ramírez

Power flow solvable boundary plays an important role in contingency analysis, security assessment, and planning processes. However, to construct the real solvable boundary in multidimensional parameter space is burdensome and time…

Optimization and Control · Mathematics 2015-03-06 Suhyoun Yu , Hung D. Nguyen , Konstantin S. Turitsyn

In this article, we develop an algorithm suitable for constrained optimization in $\mathbb{R}^n$. The results are developed through standard tools of n-dimensional real analysis and basic concepts of optimization. Indeed, the well known…

Optimization and Control · Mathematics 2019-02-26 Fabio Botelho

A class of stochastic delay equations in Banach space $E$ driven by cylindrical Wiener process is studied. We investigate two concepts of solutions: weak and generalised strong, and give conditions under which they are equivalent. We…

Probability · Mathematics 2013-01-23 Mariusz Górajski

This paper introduces a novel steepest descent flow in Banach spaces. This extends previous works on generalized gradient descent, notably the work of Charpiat et al., to the setting of Finsler metrics. Such a generalized gradient allows…

Numerical Analysis · Mathematics 2015-12-08 Guillaume Charpiat , Giacomo Nardi , Gabriel Peyré , François-Xavier Vialard

We define and study ordinary differential equations (ODEs) for functions valued in a Banach module $V$ over a finite-dimensional $\Bbbk$-algebra $\mathit{\Lambda}$ by using the tensor of Banach modules. Furthermore, we show that the…

Functional Analysis · Mathematics 2026-05-12 Shengda Liu , Yu-Zhe Liu , Keyu Tao