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Related papers: Unbounded rough drivers

200 papers

We introduce a new definition of distinguished trajectory that generalises the concepts of fixed point and periodic orbit to aperiodic dynamical systems. This new definition is valid for identifying distinguished trajectories with…

Chaotic Dynamics · Physics 2015-05-13 J. A. Jimenez Madrid , Ana M. Mancho

We consider a system of nonlocal equations driven by a perturbed periodic potential. We construct multibump solutions that connect one integer point to another one in a prescribed way. In particular, heteroclinc, homoclinic and chaotic…

Analysis of PDEs · Mathematics 2016-08-24 Serena Dipierro , Stefania Patrizi , Enrico Valdinoci

The Cauchy problem for a multidimensional linear transport equation with unbounded drift is investigated. Provided the drift is Holder continuous , existence, uniqueness and strong stability of solutions are obtained. The proofs are based…

Analysis of PDEs · Mathematics 2017-03-24 David A. C. Mollinedo , Christian Olivera

Green-hyperbolic operators are linear differential operators acting on sections of a vector bundle over a Lorentzian manifold which possess advanced and retarded Green's operators. The most prominent examples are wave operators and…

Mathematical Physics · Physics 2015-01-30 Christian Baer

Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the…

Machine Learning · Statistics 2021-05-12 Jose Blanchet , Yang Kang , Fan Zhang , Fei He , Zhangyi Hu

We propose a new approach to the spectral theory of perturbed linear operators , in the case of a simple isolated eigenvalue. We obtain two kind of results: ''radius bounds'' which ensure perturbation theory applies for perturbations up to…

Spectral Theory · Mathematics 2025-04-08 Benoît Kloeckner

We establish a simultaneous generalization of It\^o's theory of stochastic and Lyons' theory of rough differential equations. The interest in such a unification comes from a variety of applications, including pathwise stochastic filtering,…

Probability · Mathematics 2025-12-09 Peter K. Friz , Antoine Hocquet , Khoa Lê

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

In this work, we introduce a solution theory for scalar-valued rough differential equations driven by multi-indices rough paths. To achieve this task, we will show how the flow approach using the log-ODE method introduced by Bailleul fits…

Probability · Mathematics 2026-01-19 Carlo Bellingeri , Yvain Bruned , Yingtong Hou

The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…

Classical Analysis and ODEs · Mathematics 2025-01-28 Ilya Chevyrev

This paper establishes the existence and uniqueness of solutions for rough differential equations driven by reduced rough paths with low regularity, specifically in the roughness regime $\frac{1}{3} < \alpha \leq \frac{1}{2}$. While the…

Probability · Mathematics 2025-12-02 Nannan Li , Xing Gao

We introduce a model of infinite horizon linear dynamic optimization with linear constraints and obtain results concerning feasibility of trajectories and optimal solutions necessarily satisfying conditions that resemble the Euler condition…

Optimization and Control · Mathematics 2025-04-02 Somdeb Lahiri

In this work, we provide a specifc trigonometric stochastic numerical method for linear oscillators with high constant frequencies, driven by a nonlinear time-varying force and a random force. We present some theoretical considerations and…

Numerical Analysis · Mathematics 2021-01-12 Raffaele D'Ambrosio , Carmela Scalone

In this paper, we present an extensive study of linearly forced isotropic turbulence. By using an analytical method, we identified two parametric choices that are new to our knowledge. We proved that the underlying nonlinear dynamical…

Fluid Dynamics · Physics 2013-01-23 Zheng Ran

The theory of covariance control and covariance steering (CS) deals with controlling the dispersion of trajectories of a dynamical system, under the implicit assumption that accurate prior knowledge of the system being controlled is…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Joshua Pilipovsky , Panagiotis Tsiotras

We consider linear boundary value problems for higher-order parameter-elliptic equations, where the boundary data do not belong to the classical trace spaces. We employ a class of Sobolev spaces of mixed smoothness that admits a generalized…

Analysis of PDEs · Mathematics 2025-04-28 Robert Denk , David Ploß , Sophia Rau , Jörg Seiler

We shall deal with the periodic problem for nonlinear perturbations of abstract hyperbolic evolution equations generating an evolution system of contractions. We prove an averaging principle for the translation along trajectories operator…

Dynamical Systems · Mathematics 2015-05-04 Piotr Kokocki , Aleksander Ćwiszewski

This article surveys the burgeoning area at the intersection of dynamical systems theory and algorithms for NP-hard problems. Traditionally, computational complexity and the analysis of non-deterministic polynomial-time (NP)-hard problems…

Optimization and Control · Mathematics 2020-05-12 Tuhin Sahai

This article addresses linear hyperbolic partial differential equations and pseudodifferential equations with strongly singular coefficients and data, modelled as members of algebras of generalised functions. We employ the recently…

Analysis of PDEs · Mathematics 2011-04-18 Claudia Garetto , Michael Oberguggenberger

The theory of one-sided coupled operator matrices, recently introduced by K.-J. Engel, is an abstract framework for concrete initial value problems and allows complete information on well-posedness, and stability of solutions. These notes…

Analysis of PDEs · Mathematics 2025-12-02 Marjeta Kramar , Delio Mugnolo , Rainer Nagel