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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…

Probability · Mathematics 2014-12-24 Christian Keller , Jianfeng Zhang

In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…

Probability · Mathematics 2010-08-11 Martin Hairer

We introduce two operads which own the set of planar forests as a basis. With its usual product and two other products defined by different types of graftings, the algebra of planar rooted trees H becomes an algebra over these operads. The…

Rings and Algebras · Mathematics 2009-01-16 Loïc Foissy

We study pathwise $p$-th variation of continuous paths on a compact interval along a fixed partition sequence. Although the class of continuous paths with finite $p$-th variation is generally not linear, we develop a coefficient-based…

Probability · Mathematics 2026-04-08 Purba Das , Donghan Kim , Fang Rui Lim

The objective of this work is to compare several approaches to the process of renormalisation in the context of rough differential equations using the substitution bialgebra on rooted trees known from backward error analysis of $B$-series.…

Probability · Mathematics 2020-03-31 Yvain Bruned , Charles Curry , Kurusch Ebrahimi-Fard

This research concerns coefficient conditions for linear differential equations in the unit disc of the complex plane. In the higher order case the separation of zeros (of maximal multiplicity) of solutions is considered, while in the…

Complex Variables · Mathematics 2018-10-01 Janne Gröhn , Juha-Matti Huusko , Jouni Rättyä

We give an elementary proof that Davie's definition of a solution to a rough differential equation and the notion of solution given by Bailleul in (Flows driven by rough paths) coincide. This provides an alternative point on view on the…

Classical Analysis and ODEs · Mathematics 2019-03-25 I. Bailleul

In this paper, we show that the main algebraic assumption required to perform a fixed point argument for rough differential equations implies the algebraic assumption for the Bailleul flow approach. This assumption requires that the rough…

Probability · Mathematics 2026-02-20 Yvain Bruned , Yingtong Hou , Paul Laubie , Zhicheng Zhu

We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…

Analysis of PDEs · Mathematics 2010-11-09 Michael Caruana , Peter Friz , Harald Oberhauser

Recently, Hairer--Pillai proposed the notion of $\theta$-roughness of a path which leads to a deterministic Norris lemma. In the Gubinelli framework (Hoelder, level 2) of rough paths, they were then able to prove a Hoermander type result…

Probability · Mathematics 2012-05-14 Peter Friz , Atul Shekhar

Recent work on perturbative quantum field theory has led to much study of the Connes-Kreimer Hopf algebra. Its (graded) dual, the Grossman-Larson Hopf algebra of rooted trees, had already been studied by algebraists. L. Foissy introduced a…

Quantum Algebra · Mathematics 2009-11-09 Michael E. Hoffman

We equip the graded polynomial algebra generated by nonplanar rooted binary trees with a Hopf algebra structure by defining a coproduct which disallows cutting both children of any given vertex, refining Connes-Kreimer's notion of…

Combinatorics · Mathematics 2026-03-24 Elizabeth Xiao

Differential calculus on discrete sets is developed in the spirit of noncommutative geometry. Any differential algebra on a discrete set can be regarded as a `reduction' of the `universal differential algebra' and this allows a systematic…

High Energy Physics - Theory · Physics 2009-10-28 A. Dimakis , F. Müller-Hoissen

We introduce an infinitesimal Hopf algebra of planar trees, generalising the construction of the non-commutative Connes-Kreimer Hopf algebra. A non-degenerate pairing and a dual basis are defined, and a combinatorial interpretation of the…

Rings and Algebras · Mathematics 2008-02-05 Loïc Foissy

We extend the recently developed rough path theory for Volterra equations from (Harang and Tindel, 2019) to the case of more rough noise and/or more singular Volterra kernels. It was already observed in (Harang and Tindel, 2019) that the…

Probability · Mathematics 2021-02-23 Fabian A. Harang , Samy Tindel , Xiaohua Wang

We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…

Analysis of PDEs · Mathematics 2022-02-03 Florian Kunick

We present a bijection from planar reduced trees to planar rooted hypertrees, which extends Knuth's rotation correspondence between planar binary trees and planar rooted trees. The operadic counterpart of the new bijection is explained.…

Combinatorics · Mathematics 2019-04-09 Kurusch Ebrahimi-Fard , Dominique Manchon

We discuss regular and weak solutions to rough partial differential equations (RPDEs), thereby providing a (rough path-)wise view on important classes of SPDEs. In contrast to many previous works on RPDEs, our definition gives honest…

Probability · Mathematics 2019-02-11 Joscha Diehl , Peter K. Friz , Wilhelm Stannat

An abstract construction of coarse spaces for non-Hermitian problems and non-Hermitian domain decomposition preconditioners based on extended generalized eigenproblems was proposed in [Nataf and Parolin, arXiv:2404.02758] and analyzed on…

Numerical Analysis · Mathematics 2025-12-30 Emile Parolin , Frédéric Nataf

We show in this work how the machinery of C^1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posedness results for path-dependent rough differential equations…

Probability · Mathematics 2013-09-06 Ismael Bailleul