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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

We generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equation associated to an analytic semigroup and driven by an irregular noise. As an illustration, we discuss a…

Probability · Mathematics 2010-01-26 Massimiliano Gubinelli , Samy Tindel

Let $k$ be a field and let $\text{GW}(k)$ be the Grothendieck-Witt ring of virtual non-degenerate symmetric bilinear forms over $k$. We develop methods for computing the quadratic Euler characteristic $\chi(X/k)\in \text{GW}(k)$ for $X$ a…

Algebraic Geometry · Mathematics 2022-04-20 Marc Levine , Simon Pepin Lehalleur , Vasudevan Srinivas

We give meaning to differential equations with a rough path term and a Brownian noise term as driving signals. Such differential equations as well as the question of regularity of the solution map arise naturally and we discuss two…

Probability · Mathematics 2014-01-03 Joscha Diehl , Harald Oberhauser , Sebastian Riedel

The paper analyses a model in surface growth, where uniqueness of weak solutions seems to be out of reach. We provide the existence of a weak martingale solution satisfying energy inequalities and having the Markov property. Furthermore,…

Probability · Mathematics 2007-05-23 D. Blömker , F. Flandoli , M. Romito

Let K/Q be a field extension of finite degree and let P(t) be a polynomial over Q that splits into linear factors over Q. We show that any smooth model of the affine variety defined by the equation N_{K/Q} (k) = P(t) satisfies the Hasse…

Number Theory · Mathematics 2016-09-08 Tim Browning , Lilian Matthiesen

In this paper, we propose a derivative-free Levenberg-Marquardt algorithm for nonlinear least squares problems, where the Jacobian matrices are approximated via orthogonal spherical smoothing. It is shown that the gradient models which use…

Numerical Analysis · Mathematics 2024-07-18 Xi Chen , Jinyan Fan

Let X be a smooth variety over a number field k embedded as a degree d subvariety of $\mathbb{P}^n$ and suppose that X is a counterexample to the Hasse principle explained by the Brauer-Manin obstruction. We consider the question of whether…

Number Theory · Mathematics 2019-02-13 Brendan Creutz , Bianca Viray

In this work we tackle the problem of estimating the density $ f_X $ of a random variable $ X $ by successive smoothing, such that the smoothed random variable $ Y $ fulfills the diffusion partial differential equation $ (\partial_t -…

Image and Video Processing · Electrical Eng. & Systems 2024-01-11 Martin Zach , Erich Kobler , Antonin Chambolle , Thomas Pock

Using a coordinate free characterization of hyperplanes intersection, we provide explicitly a set of local generators for a smooth affine distribution given by those smooth vector fields $X\in\mathfrak{X}(U)$ defined eventually on an open…

Mathematical Physics · Physics 2015-03-04 Razvan M. Tudoran

In this paper, we establish a multi-parameter version of Bellow and Losert's Wiener-Wintner type ergodic theorem for dynamical systems not necessarily being commutative. More precisely, we introduce a weight class $\mathcal{D}$, which is…

Operator Algebras · Mathematics 2016-02-03 Guixiang Hong , Mu Sun

This paper establishes a comprehensive theory of geometric rough paths for mixed fractional Brownian motion (MFBM) and its generalized multi-component extensions. We prove that for a generalized MFBM of the form $M_t^H(a) = \sum_{k=1}^N a_k…

Probability · Mathematics 2025-11-25 Atef Lechiheb

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

This article considers the attenuated transport equation on Riemannian surfaces in the light of a novel twistor correspondence under which matrix attenuations correspond to holomorphic vector bundles on a complex surface. The main result is…

Differential Geometry · Mathematics 2023-04-18 Jan Bohr , Gabriel P. Paternain

We consider linear second order nonvariational partial differential operators of the kind a_{ij}X_{i}X_{j}+X_{0}, on a bounded domain of R^{n}, where the X_{i}'s (i=0,1,2,...,q, n>q+1) are real smooth vector fields satisfying H\"ormander's…

Analysis of PDEs · Mathematics 2016-01-20 Marco Bramanti , Maochun Zhu

We consider deterministic homogenization for discrete-time fast-slow systems of the form $$ X_{k+1} = X_k + n^{-1}a_n(X_k,Y_k) + n^{-1/2}b_n(X_k,Y_k)\;, \quad Y_{k+1} = T_nY_k\;$$ and give conditions under which the dynamics of the slow…

Probability · Mathematics 2023-03-23 Ilya Chevyrev , Peter K. Friz , Alexey Korepanov , Ian Melbourne , Huilin Zhang

This paper addresses both necessary and relevant sufficient extremum conditions for a variational problem defined by a smooth Lagrangian, involving higher derivatives of several variable vector valued functions. A general formulation of…

Mathematical Physics · Physics 2011-07-28 Mahouton Norbert Hounkonnou , Pascal Dkengne Sielenou

We establish H\"older regularity and gradient estimates for the transition semigroup of the solutions to the following SDE: $$ {\rm d} X_t=\sigma (t, X_{t-}){\rm d} Z_t+b (t, X_t){\rm d} t,\ \ X_0=x\in{\mathbb R}^d, $$ where $( Z_t)_{t\geq…

Probability · Mathematics 2020-01-14 Zhen-Qing Chen , Zimo Hao , Xicheng Zhang

We consider the nonlinear Schr\"{o}dinger equation $-\Delta u + V(x) u = \Gamma(x) |u|^{p-1}u$ in $\R^n$ where the spectrum of $-\Delta+V(x)$ is positive. In the case $n\geq 3$ we use variational methods to prove that for all $p\in…

Analysis of PDEs · Mathematics 2011-10-12 Rainer Mandel , Wolfgang Reichel

This paper investigates existence results for path-dependent differential equations driven by a H{\"o}lder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder…

Probability · Mathematics 2016-10-28 Rafael Andretto Castrequini , Francesco Russo
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