Related papers: An It\^o Formula for rough partial differential eq…
We investigate the Cauchy problem for a quasilinear equation with transport rough input of the form $\mathrm{d} u-\partial_i(a^{ij}(u)\partial_j u)\mathrm{d} t =\mathrm{d} \mathbf{X}_t^i(x)\partial_i u_t,$ $u_0\in L^2$ on the torus $\mathbb…
We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…
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…
The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…
We study the linear transport equation \[ \frac{\partial}{\partial t} u ( t,x ) +b ( t,x ) \cdot \nabla u ( t,x ) + \nabla u ( t,x ) \cdot \frac{\partial}{\partial t} X ( t ) =0, \hspace{2em} u ( 0,x ) =u_{0} ( x ) \] where $b$ is a…
We consider differential equations driven by rough paths and study the regularity of the laws and their long time behavior. In particular, we focus on the case when the driving noise is a rough path valued fractional Brownian motion with…
This work establishes the existence and regularity of random pullback attractors for parabolic partial differential equations with rough nonlinear multiplicative noise under natural assumptions on the coefficients. To this aim, we combine…
The solution of rough differential equation, driven by the It\^o signature of a continuous local martingale, exists uniquely a.s. when the vector field is Lip(\beta) for \beta > 1, and coincides a.s. with the It\^o signature of the solution…
This article focuses on parabolic equations with rough diffusion coefficients which are ill-posed in the classical sense of distributions due to the presence of a singular forcing. Inspired by the philosophy of rough paths and regularity…
The It\^o formula, also known as the change-of-variables formula, is a cornerstone of It\^o stochastic calculus. Over time, this formula has been extended to apply to random processes for which classical calculus is insufficient. Since…
By combining the formalism of \cite{RHE} with a discrete approach close to the considerations of \cite{Davie}, we interpret and solve the rough partial differential equation $dy_t=A y_t \, dt+\sum_{i=1}^m f_i(y_t) \, dx^i_t$ ($t\in [0,T]$)…
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
Motivated by applications to fluid dynamics, we study rough differential equations (RDEs) and rough partial differential equations (RPDEs) with non-Lipschitz drifts. We prove well-posedness and existence of a flow for RDEs with Osgood…
In this paper, we investigate the averaging principle for a class of semilinear slow-fast partial differential equations driven by finite-dimensional rough multiplicative noise. Specifically, the slow component is driven by a general random…
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, and uniform ellipticity conditions on the diffusion coefficient, we prove…
Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case…
We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is…
We consider existence and uniqueness issues for the initial value problem of parabolic equations $\partial_{t} u = {\rm div} A \nabla u$ on the upper half space, with initial data in $L^p$ spaces. The coefficient matrix $A$ is assumed to be…
We present a well-posedness and stability result for a class of nondegenerate linear parabolic equations driven by rough paths. More precisely, we introduce a notion of weak solution that satisfies an intrinsic formulation of the equation…
Existence and uniqueness for rough flows, transport and continuity equations driven by general geometric rough paths are established.