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We study solutions to backward differential equations that are driven hybridly by a deterministic discontinuous rough path $W$ of finite $q$-variation for $q \in [1, 2)$ and by Brownian motion $B$. To distinguish between integration of…

Probability · Mathematics 2025-05-28 Dirk Becherer , Yuchen Sun

Stochastic differential equations (SDE) often exhibit large random transitions. This property, which we denote as pathwise stiffness, causes transient bursts of stiffness which limit the allowed step size for common fixed time step explicit…

Numerical Analysis · Mathematics 2018-04-13 Christopher Rackauckas , Qing Nie

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…

Probability · Mathematics 2012-03-09 Peter Friz , Sebastian Riedel

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…

Probability · Mathematics 2016-04-28 David Baños , Paul Krühner

Malliavin Calculus is about Sobolev-type regularity of functionals on Wiener space, the main example being the Ito map obtained by solving stochastic differential equations. Rough path analysis is about strong regularity of solution to…

Probability · Mathematics 2007-11-12 Thomas Cass , Peter Friz , Nicolas Victoir

In numerous robotics and mechanical engineering applications, among others, data is often constrained on smooth manifolds due to the presence of rotational degrees of freedom. Common datadriven and learning-based methods such as neural…

Optimization and Control · Mathematics 2023-05-16 Karthik Elamvazhuthi , Xuechen Zhang , Samet Oymak , Fabio Pasqualetti

We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

A common task when analysing dynamical systems is the determination of normal forms near local bifurcations of equilibria. As most of these normal forms have been classified and analysed, finding which particular class of normal form one…

Dynamical Systems · Mathematics 2017-12-14 Jan Sieber

In this paper, we study large and moderate deviation principles for stochastic partial differential equations (SPDEs) on metric graphs and their associated multiscale models via the weak convergence approach, providing a refined…

Probability · Mathematics 2025-09-09 Jianbo Cui , Derui Sheng

One of the oldest and most studied subject in scientific computing is algorithms for solving partial differential equations (PDEs). A long list of numerical methods have been proposed and successfully used for various applications. In…

Numerical Analysis · Mathematics 2022-07-28 Jingrun Chen , Xurong Chi , Weinan E , Zhouwang Yang

We give new estimates for a critical elliptic system introduced by Rivi\`ere-Struwe in \cite{riviere_struwe} (see also the work of Rupflin \cite{rupflin} and Schikorra \cite{schikorra_frames}), which generalises PDE solved by harmonic (and…

Analysis of PDEs · Mathematics 2013-09-19 Ben Sharp

The article proposes an approach to complete-type and related Lyapunov-Krasovskii functionals that neither requires knowledge of the delay-Lyapunov matrix function nor does it involve linear matrix inequalities. The approach is based on…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Tessina H. Scholl , Veit Hagenmeyer , Lutz Gröll

We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs). Using the theory of rough paths, the…

Machine Learning · Statistics 2020-02-27 Liam Hodgkinson , Chris van der Heide , Fred Roosta , Michael W. Mahoney

We carry out a detailed quantitative analysis on the geometry of invariant manifolds for smooth dissipative systems in dimension two. We begin by quantifying the regularity of any orbit (finite or infinite) in the phase space with a set of…

Dynamical Systems · Mathematics 2024-11-21 Sylvain Crovisier , Mikhail Lyubich , Enrique Pujals , Jonguk Yang

For the class of differentiable maps of the plane and, in particular, for standard-like maps (McMillan form), a simple relation is shown between the directions of the local invariant manifolds of a generic point and its contribution to the…

Mathematical Physics · Physics 2015-02-25 Matteo Sala , Roberto Artuso

Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…

Computer Vision and Pattern Recognition · Computer Science 2024-08-26 Defang Chen , Zhenyu Zhou , Jian-Ping Mei , Chunhua Shen , Chun Chen , Can Wang

This paper develops new techniques for studying smooth dynamical systems in the presence of a \CC metric. Principally, we employ the theory of Margulis-Mostow, M\'etivier, Mitchell and Pansu on tangent cones to establish resonances between…

Dynamical Systems · Mathematics 2021-04-27 Chris Connell , Thang Nguyen , Ralf Spatzier

Recent work introduced a robust computational framework combining embedded mathematical structures, advanced optimization, and neural network architecture, leading to the discovery of multiple unstable self-similar solutions for key fluid…

Analysis of PDEs · Mathematics 2025-12-01 Yongji Wang , Tristan Léger , Ching-Yao Lai , Tristan Buckmaster

We present a discrete theory for modeling developable surfaces as quadrilateral meshes satisfying simple angle constraints. The basis of our model is a lesser known characterization of developable surfaces as manifolds that can be…

Graphics · Computer Science 2017-07-27 Michael Rabinovich , Tim Hoffmann , Olga Sorkine-Hornung

Invariant manifolds of unstable periodic orbits organize the dynamics of chaotic orbits in phase space. They provide insight into the mechanisms of transport and chaotic advection and have important applications in physical situations…

Chaotic Dynamics · Physics 2018-01-25 D. Ciro , I. L. Caldas , R. L. Viana , T. E. Evans