Related papers: Center Manifolds for Rough Partial Differential Eq…
We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diffusions. Even in the absence of jumps, it is known that in…
In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…
Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…
Reliable predictions of critical phenomena, such as weather, wildfires and epidemics often rely on models described by Partial Differential Equations (PDEs). However, simulations that capture the full range of spatio-temporal scales…
We introduce an approach to study certain singular PDEs which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths. We illustrate its applicability on some model problems like…
The purpose of this article is to solve rough differential equations with the theory of regularity structures. These new tools recently developed by Martin Hairer for solving semi-linear partial differential stochastic equations were…
Rough stochastic differential equations (rough SDEs), recently introduced by Friz, Hocquet and L\^e in arXiv:2106.10340, have emerged as a versatile tool to study "doubly" SDEs under partial conditioning (with motivation from pathwise…
This paper investigates a class of slow--fast systems of rough partial differential equations defined over a monotone family of interpolation Hilbert spaces. By employing the controlled rough path framework tailored to a monotone family of…
Stochastic invariant manifolds are crucial in modelling the dynamical behavior of dynamical systems under uncertainty. Under the assumption of exponential trichotomy, existence and smoothness of center manifolds for a class of stochastic…
Data-driven discovery of partial differential equations (PDEs) from observed data in machine learning has been developed by embedding the discovery problem. Recently, the discovery of traditional ODEs dynamics using linear multistep methods…
Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional…
Reaction-diffusion equations (RDEs) are often derived as continuum limits of lattice-based discrete models. Recently, a discrete model which allows the rates of movement, proliferation and death to depend upon whether the agents are…
We introduce a training-efficient framework for time-series learning that combines random features with controlled differential equations (CDEs). In this approach, large randomly parameterized CDEs act as continuous-time reservoirs, mapping…
In the spirit of Marcus canonical stochastic differential equations, we study a similar notion of rough differential equations (RDEs), notably dropping the assumption of continuity prevalent in the rough path literature. A new metric is…
Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…
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…
We put forward a general framework for the study of a pathwise central limit theorem (CLT) and a moderate deviation principle (MDP) for stochastic partial differential equations perturbed with a small multiplicative linear noise by means of…
We investigate a class of stochastic partial differential equations of reaction-diffusion type defined on graphs, which can be derived as the limit of SPDEs on narrow planar channels. In the first part, we demonstrate that this limit can be…
The long term aim is to use modern dynamical systems theory to derive discretisations of noisy, dissipative partial differential equations. As a first step we here consider a small domain and apply stochastic centre manifold techniques to…
We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…