Related papers: On the rough Gronwall lemma and its applications
We prove a variation of Gronwall's lemma.
Rough stochastic differential equations (rough SDEs), recently introduced by Friz, Hocquet and L\^e in arXiv:2106.10340, have emerged as a versatile tool to study "doubly" SDEs under partial conditioning (with motivation from pathwise…
In this article we consider the implicit Euler scheme for a homogeneous two-phase flow model in a two-dimensional domain and with the aid of the discrete Gronwall lemma and of the discrete uniform Gronwall lemma we prove that the global…
Feynman path integrals are now a standard tool in quantum physics and their use in differential geometry leads to new mathematical insights. A logical treatment of quantum phenomena seems to require a sustained mathematical analysis of path…
We connect the weak measurements framework to the path integral formulation of quantum mechanics. We show how Feynman propagators can in principle be experimentally inferred from weak value measurements. We also obtain expressions for weak…
In this paper, we propose a weak regularity principle which is similar to both weak K\"onig's lemma and Ramsey's theorem. We begin by studying the computational strength of this principle in the context of reverse mathematics. We then…
We extend the new approach introduced in arXiv:1912.02064v2 [math.PR] and arXiv:2102.10119v1 [math.PR] for dealing with stochastic Volterra equations using the ideas of Rough Path theory and prove global existence and uniqueness results.…
This paper is devoted to the study of numerical approximation schemes for a class of parabolic equations on (0, 1) perturbed by a non-linear rough signal. It is the continuation of [8, 7], where the existence and uniqueness of a solution…
We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…
This paper presents a new type of Gronwall-Bellman inequality, which arises from a class of integral equations with a mixture of nonsingular and singular integrals. The new idea is to use a binomial function to combine the known…
We prove the existence of probabilistically strong solutions for large classes of possibly degenerate stochastic differential equations with locally Sobolev-regular coefficients, using the restricted Yamada-Watanabe theorem. Our approach…
In this paper, we investigate a model describing induction hardening of steel. The related system consists of an energy balance, an ODE for the different phases of steel, and Maxwell's equations in a potential formulation. The existence of…
A topological extension of general relativity is presented. The superposition principle of quantum mechanics, as formulated by the Feynman path integral, is taken as a starting point. It is argued that the trajectories that enter this path…
Signature kernels, inner products of path signatures, underpin several machine learning algorithms for multivariate time series analysis. For bounded variation paths, signature kernels were recently shown to solve a Goursat PDE. However,…
We devise in this work a simple mechanism for constructing flows on a Banach space from approximate flows, and show how it can be used in a simple way to reprove from scratch and extend the main existence and well-posedness results for…
These are lecture notes for a Master 2 course on rough differential equations driven by weak geometric Holder p-rough paths, for any p>2. They provide a short, self-contained and pedagogical account of the theory, with an emphasis on flows.…
In a recent paper, Lucco Castello et al. [arXiv:2107.03537] provided an accurate parametrization of classical one-component plasma bridge functions that was embedded in a novel dielectric scheme for strongly coupled electron liquids. Here,…
We introduce the concept of effective geometry by studying several systems in which it arises naturally. As an example of the power and conciseness of the method, it is shown that a flowing dielectric medium with a linear response to an…
We have employed the first-principles approach to compute the effective response of composites of graded spherical particles of arbitrary conductivity profiles. We solve the boundary-value problem for the polarizability of the graded…
This article gives an overview of the emerging literature on large deviations for random graphs. Written for the general mathematical audience, the article begins with a short introduction to the theory of large deviations. This is followed…