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Related papers: On nonlinear rough paths

200 papers

Rough sheets are two-parameter analogs of rough paths. In this work the theory of integration over functions of two parameters is extended to cover the case of irregular functions by developing an appropriate notion of rough sheet. The main…

Probability · Mathematics 2014-07-01 K. Chouk , M. Gubinelli

The definitions and some basic properties of the linear transports along paths in vector bundles and the normal frames for them are recalled. The formalism is specified on line bundles and applied to a geometrical description of the…

Mathematical Physics · Physics 2007-11-01 Bozhidar Z. Iliev

We prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications…

Probability · Mathematics 2013-11-06 Terry Lyons , Weijun Xu

We prove existence and uniqueness results for (mild) solutions to some non-linear parabolic evolution equations with a rough forcing term. Our method of proof relies on a careful exploitation of the interplay between the spatial and time…

Probability · Mathematics 2009-11-03 Thomas Cass , Zhongmin Qian , Jan Tudor

We investigate path integral formalism for continuum theory. It is shown that the path integral for the soft modes can be represented in the form of a lattice theory. Kinetic term of this lattice theory has a standard form and potential…

High Energy Physics - Lattice · Physics 2007-05-23 V. M. Belyaev

We consider multi-dimensional Gaussian processes and give a new condition on the covariance, simple and sharp, for the existence of stochastic area(s). Gaussian rough paths are constructed with a variety of weak and strong approximation…

Probability · Mathematics 2007-07-04 Peter Friz , Nicolas Victoir

In this paper, we study the existence and non-existence of entire solutions of certain non-linear delay-differential equations.

Complex Variables · Mathematics 2024-07-30 Nidhi Gahlian

Using rough path techniques, we provide a priori estimates for the output of Deep Residual Neural Networks in terms of both the input data and the (trained) network weights. As trained network weights are typically very rough when seen as…

Machine Learning · Computer Science 2023-02-22 Christian Bayer , Peter K. Friz , Nikolas Tapia

Every human likes choices. But today's fast route planning algorithms usually compute just a single route between source and target. There are beginnings to compute alternative routes, but this topic has not been studied thoroughly. Often,…

Data Structures and Algorithms · Computer Science 2010-02-24 Jonathan Dees , Robert Geisberger , Peter Sanders , Roland Bader

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…

Analysis of PDEs · Mathematics 2019-03-07 Antoine Hocquet , Martina Hofmanová

We give in this note a simple treatment of the non-explosion problem for rough differential equations driven by unbounded vector fields and weak geometric rough paths of arbitrary roughness.

Classical Analysis and ODEs · Mathematics 2018-02-19 I. Bailleul , R. Catellier

Soft set theory and rough set theory are mathematical tools to deal with uncertainties. In [3], authors combined these concepts and introduced soft rough sets. In this paper, we introduce the concepts of soft rough graphs, vertex and edge…

General Mathematics · Mathematics 2017-07-20 R. Noor , I. Irshad , I. Javaid

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

We develop a differential geometric framework for parallel transport over path spaces and a corresponding discrete theory, an integrated version of the continuum theory, using a category-theoretic framework.

Mathematical Physics · Physics 2010-10-27 Saikat Chatterjee , Amitabha Lahiri , Ambar N. Sengupta

We study a stochastically-driven standard map. The addition of a noise term destroys the invariant manifolds that organize the phase space which allows for more widespread transport than in the noiseless case. Using appropriately defined…

Chaotic Dynamics · Physics 2015-07-13 Per Sebastian Skardal , Adam M. Fox

The stack of iterated integrals of a path is embedded in a larger algebraic structure where iterated integrals are indexed by decorated rooted trees and where an extended Chen's multiplicative property involves the D\"urr-Connes-Kreimer…

Classical Analysis and ODEs · Mathematics 2007-05-23 M. Gubinelli

This work develops moment bounds for the controlled rough path norm of the solution of semilinear rough partial differential equations.~The novel aspects are two-fold: first we consider rough paths of low time regularity…

Probability · Mathematics 2025-03-07 Alexandra Blessing , Mazyar Ghani Varzaneh

New problem is studied that is to find nonlinear differential equations with special solutions expressed via the Weierstrass function. Method is discussed to construct nonlinear ordinary differential equations with exact solutions. Main…

Chaotic Dynamics · Physics 2015-06-26 N. A. Kudryashov

We use Perron's method to construct viscosity solutions of fully nonlinear degenerate parabolic pathwise (rough) partial differential equations. This provides an intrinsic method for proving the existence of solutions that relies only on a…

Analysis of PDEs · Mathematics 2018-06-19 Benjamin Seeger

We review some recent developments in the theory of nonlinear von Neumann equations. We distinguish between the von Neumann equation (which can be nonlinear) and the Liouville equation (which should be linear). Explicit examples illustrate…

Quantum Physics · Physics 2007-05-23 Marek Czachor , Maciej Kuna , Sergiej B. Leble , Jan Naudts
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