Related papers: Lipschitz-stability of Controlled Rough Paths and …
We study the incompressible Euler equation and prove that the set of weak solutions is path-connected. More precisely, we construct paths of H\"older regularity $C^{1/2}$, valued in $C^0_{t, loc} L^2_x$ endowed with the strong topology. The…
We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a…
The expected signature uniquely determines the law of a random rough path under a moment-growth condition, yet finite-sample bounds for estimating it from a single long dependent trajectory have been lacking. We study a stationary…
A numerical scheme is presented for solving the Helmholtz equation with Dirichlet or Neumann boundary conditions on piecewise smooth open curves, where the curves may have corners and multiple junctions. Existing integral equation methods…
We study the problem of pathwise stochastic optimal control, where the optimization is performed for each fixed realisation of the driving noise, by phrasing the problem in terms of the optimal control of rough differential equations. We…
This paper considers a modification of the classical Osipov--Lanchester model in which the total population of the two forces $N=R+B$ is preserved over time. It is shown that the dynamics of the ratio $y=R/B$ reduce to the Riccati equation…
Path following and lateral stability are crucial issues for autonomous vehicles. Moreover, these problems increase in complexity when handling articulated heavy-duty vehicles due to their poor manoeuvrability, large sizes and mass…
In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…
We obtain a probabilistic proof of the local Lipschitz continuity for the optimal stopping boundary of a class of problems with state space $[0,T]\times\mathbb{R}^d$, $d\ge 1$. To the best of our knowledge this is the only existing proof…
We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…
In this note, we study Calder\'on's problem for certain classes of conductivities in domains with circular symmetry in two and three dimensions. Explicit formulas are obtained for the reconstruction of the conductivity from the…
We present sufficient conditions for exact controllability of a semilinear infinite dimensional dynamical system. The system mild solution is formed by a noncompact semigroup and a nonlinear disturbance that does not need to be Lipschitz…
It is well known that the Euler-Maruyama discretisation of an autonomous SDE using a uniform timestep $h$ has a strong convergence error which is $O(h^{1/2})$ when the drift and diffusion are both globally Lipschitz. This note proves that…
We consider backward stochastic differential equations with drivers of quadratic growth (qgBSDE). We prove several statements concerning path regularity and stochastic smoothness of the solution processes of the qgBSDE, in particular we…
We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory called algebraic integration. In the Young case, that is for a driving signal with H\"older exponent greater than 1/2, we…
The interest of the scientific community for the existence, uniqueness and stability of solutions to PDE's is testified by the numerous works available in the literature. In particular, in some recent publications on the subject an…
A class of parametric optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints is investigated. The perturbations appear in the objective functional, the state equation and in mixed pointwise…
Maximal parabolic $L^p$-regularity of linear parabolic equations on an evolving surface is shown by pulling back the problem to the initial surface and studying the maximal $L^p$-regularity on a fixed surface. By freezing the coefficients…
Discontinuity with respect to data perturbations is common in algebraic computation where solutions are often highly sensitive. Such problems can be modeled as solving systems of equations at given data parameters. By appending auxiliary…
Using truncated variation techniques we obtain an improved version of the Loeve-Young inequality for the Riemann-Stieltjes integrals driven by rough paths. This allowed us to strenghten some result on the existence of solutions of integral…