English
Related papers

Related papers: Constructing general rough differential equations …

200 papers

We describe the cutting sequences associated to geodesic flow on regular polygons, in terms of a combinatorial process called "derivation." This work is an extension of some of the ideas and results in Smillie and Ulcigrai's recent paper,…

Dynamical Systems · Mathematics 2017-09-01 Diana Davis

We construct the quasi-classical approximation of the form factors in finite volume using the separation of variables. The latter is closely related to the Baxter equation.

High Energy Physics - Theory · Physics 2007-05-23 Feodor A. Smirnov

This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…

Probability · Mathematics 2010-08-04 Peter Friz , Harald Oberhauser

We consider flows of ordinary differential equations (ODEs) driven by path differentiable vector fields. Path differentiable functions constitute a proper subclass of Lipschitz functions which admit conservative gradients, a notion of…

Machine Learning · Computer Science 2022-01-12 Swann Marx , Edouard Pauwels

We bring the theory of rough paths to the study of non-parametric statistics on streamed data. We discuss the problem of regression where the input variable is a stream of information, and the dependent response is also (potentially) a…

Statistical Finance · Quantitative Finance 2016-03-23 Daniel Levin , Terry Lyons , Hao Ni

We show how to use geometric arguments to prove that the terminal solution to a rough differential equation driven by a geometric rough path can be obtained by driving the same equation by a piecewise linear path. For this purpose, we…

Classical Analysis and ODEs · Mathematics 2022-02-01 Youness Boutaib

Rough sets are approximations of concrete sets. The theory of rough sets has been used widely for data-mining. While it is well-known that adjunctions are underlying in rough approximations, such adjunctions are not enough for…

Logic in Computer Science · Computer Science 2025-04-08 Yoshihiko Kakutani

Recently, flow-based generative models have shown superior efficiency compared to diffusion models. In this paper, we study rectified flow models, which constrain transport trajectories to be linear from the base distribution to the data…

Machine Learning · Computer Science 2026-01-29 Hari Krishna Sahoo , Mudit Gaur , Vaneet Aggarwal

We use a version of the Trotter-Kato approximation theorem for strongly continuous semigroups in order to study flows on growing networks. For that reason we use the abstract notion of direct limits in the sense of category theory.

Analysis of PDEs · Mathematics 2021-02-25 Christian Budde

We present and analyse a numerical framework for the approximation of nonlinear degenerate elliptic equations of the Stefan or porous medium types. This framework is based on piecewise constant approximations for the functions, which we…

Numerical Analysis · Mathematics 2019-12-20 Jerome Droniou , Robert Eymard

We consider a routing problem which plays an important role in several applications, primarily in communication network planning and VLSI layout design. The original underlying graph algorithmic task is called Disjoint Paths problem. In…

Data Structures and Algorithms · Computer Science 2018-09-19 Rupei Xu , András Faragó

Based on two isomorphisms of Hopf algebras, we provide a bound in the optimal order on the remainder of the truncated Taylor expansion for controlled differential equations driven by branched rough paths.

Probability · Mathematics 2023-01-23 Danyu Yang

We investigate a family of approximate multi-step proximal point methods, accelerated by implicit linear discretizations of gradient flow. The resulting methods are multi-step proximal point methods, with similar computational cost in each…

Optimization and Control · Mathematics 2023-10-23 Yushen Huang , Yifan Sun

We generate hierarchies of derivative nonlinear Schr\"odinger-type equations and their nonlocal extensions from Lie algebra splittings and automorphisms. This provides an algebraic explanation of some known reductions and newly established…

Exactly Solvable and Integrable Systems · Physics 2017-04-10 Zhiwei Wu , Jingsong He

We investigate mathematically a nonlinear approximation type approach recently introduced in [A. Ammar et al., J. Non-Newtonian Fluid Mech., 2006] to solve high dimensional partial differential equations. We show the link between the…

Numerical Analysis · Mathematics 2008-11-05 C. Le Bris , T. Lelievre , Y. Maday

Reconstruction of directional fields is a need in many geometry processing tasks, such as image tracing, extraction of 3D geometric features, and finding principal surface directions. A common approach to the construction of directional…

Computer Vision and Pattern Recognition · Computer Science 2019-07-02 Maria Taktasheva , Albert Matveev , Alexey Artemov , Evgeny Burnaev

A numerical method is developed for solving a system of partial differential equations modeling the flow of a nematic liquid crystal fluid with stretching effect, which takes into account the geometrical shape of its molecules. This system…

Numerical Analysis · Mathematics 2016-07-11 R. C. Cabrales , F. Guillén-González , J. V. Gutiérrez-Santacreu

We study the statistics of semi-meanders, i.e. configurations of a set of roads crossing a river through n bridges, and possibly winding around its source, as a toy model for compact folding of polymers. By analyzing the results of a direct…

High Energy Physics - Theory · Physics 2007-05-23 P. Di Francesco , O. Golinelli , E. Guitter

We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders…

Probability · Mathematics 2019-04-24 Charles Curry , Kurusch Ebrahimi-Fard , Simon J. A. Malham , Anke Wiese

A systematic model development for oil flow in quasi-3D (1D + 2D) is presented. Our approach provides a unified modeling scheme. Besides, additional terms are obtained, which allows for tubing area variation along the flow direction. The…

Geophysics · Physics 2020-11-10 Edval J. P. Santos