Related papers: On the rough Gronwall lemma and its applications
In this paper, we extend our previous result from [16]. We prove that transport equations with rough coefficients do possess a uniqueness property. Our method relies strongly on duality and bears a strong resemblance with the well-known…
This is a review paper on recent work about the connections between rough path theory, the Connes-Kreimer Hopf algebra on rooted trees and the analysis of finite and infinite dimensional differential equation. We try to explain and motivate…
We prove a useful formula and new properties for the recently introduced power fractional calculus with non-local and non-singular kernels. In particular, we prove a new version of Gronwall's inequality involving the power fractional…
We give meaning to linear and semi-linear (possibly degenerate) parabolic partial differential equations with (affine) linear rough path noise and establish stability in a rough path metric. In the case of enhanced Brownian motion (Brownian…
The Lemma on the Logarithmic Derivative of a meromorphic function has many applications in the study of meromorphic functions and ordinary differential equations. In this paper, a difference analogue of the Logarithmic Derivative Lemma is…
This article is devoted to questions concerning the existence of solutions for partial differential equation problems modeling granular flows. The models studied take into account the complex threshold rheology of these flows, as well as…
We consider the rough differential equation $dY=f(Y)d\bm \om$ where $\bm \om=(\omega,\bbomega)$ is a rough path defined by a Brownian motion $\omega$ on $\RR^m$. Under the usual regularity assumption on $f$, namely $f\in C^3_b (\RR^d,…
We investigate rough differential equations with a time-dependent reflecting lower barrier, where both the driving (rough) path and the barrier itself may have jumps. Assuming the driving signals allow for Young integration, we provide…
In this paper, we establish the theory of nonlinear rough paths. We give the definition of nonlinear rough paths, and develop the integrals. Then, we study differential equations driven by nonlinear rough paths. Afterwards, we compare the…
In this paper, practically computable low-order approximations of potentially high-dimensional differential equations driven by geometric rough paths are proposed and investigated. In particular, equations are studied that cover the linear…
This paper introduces the r-Camassa-Holm (r-CH) equation, which describes a geodesic flow on the manifold of diffeomorphisms acting on the real line induced by the W1,r metric. The conserved energy is for the problem is given by the full…
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…
When proving theorems from large sets of logical assertions, it can be helpful to restrict the search for a proof to those assertions that are relevant, that is, closely related to the theorem in some sense. For example, in the Watson…
In this work the path integral formulation for rigid rotors, proposed by M\"user and Berne [Phys. Rev. Lett. {\bf 77}, 2638 (1996)], is described in detail. It is shown how this formulation can be used to perform Monte Carlo simulations of…
We develop a fundamental framework for and extend the theory of rough paths to Lipschitz-gamma manifolds.
In the spirit of Marcus canonical stochastic differential equations, we study a similar notion of rough differential equations (RDEs), notably dropping the assumption of continuity prevalent in the rough path literature. A new metric is…
Integrability properties of (classical, linear, linear growth) rough differential equations (RDEs) are considered, the Jacobian of the RDE flow driven by Gaussian signals being a motivating example. We revisit and extend some recent…
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 prove Gronwall-type estimates for the distance of integral curves of smooth vector fields on a Riemannian manifold. Such estimates are of central importance for all methods of solving ODEs in a verified way, i.e., with full control of…
We introduce novel equations, in the spirit of rough path theory, that parametrize level sets of intrinsically regular maps on the Heisenberg group with values in $\mathbb{R}^2$. These equations can be seen as a sub-Riemannian counterpart…