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In this note we introduce a new approach to rough and stochastic partial differential equations (RPDEs and SPDEs): we consider general Banach spaces as state spaces and -- for the sake of simiplicity -- finite dimensional sources of noise,…

Probability · Mathematics 2009-08-21 Josef Teichmann

We construct a deep learning-based numerical algorithm to solve path-dependent partial differential equations arising in the context of rough volatility. Our approach is based on interpreting the PDE as a solution to an BSDE, building upon…

Pricing of Securities · Quantitative Finance 2026-02-03 Antoine Jacquier , Zan Zuric

Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this paper we construct…

Dynamical Systems · Mathematics 2020-03-05 Yuzuru Inahama , Kiyotaka Suzaki

We address the challenge of enabling bipedal robots to traverse rough terrain by developing probabilistically safe planning and control strategies that ensure dynamic feasibility and centroidal robustness under terrain uncertainty.…

Robotics · Computer Science 2025-10-10 Kasidit Muenprasitivej , Ye Zhao , Glen Chou

A bounded curvature path is a continuously differentiable piece-wise $C^2$ path with bounded absolute curvature connecting two points in the tangent bundle of a surface. These paths have been widely considered in computer science and…

Metric Geometry · Mathematics 2020-05-28 Jean Díaz , José Ayala

A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…

Probability · Mathematics 2016-08-02 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

We consider the problem of quickly computing shortest paths in weighted graphs given auxiliary data derived in an expensive preprocessing phase. By adding a fast weight-customization phase, we extend Contraction Hierarchies by Geisberger et…

Data Structures and Algorithms · Computer Science 2015-08-24 Julian Dibbelt , Ben Strasser , Dorothea Wagner

Framed combinatorial topology is a novel theory describing combinatorial phenomena arising at the intersection of stratified topology, singularity theory, and higher algebra. The theory synthesizes elements of classical combinatorial…

Geometric Topology · Mathematics 2021-12-30 Christoph Dorn , Christopher L. Douglas

We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Schwartz to rough differential equations, and prove the…

Classical Analysis and ODEs · Mathematics 2015-06-15 Terry Lyons , Danyu Yang

A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…

Mathematical Physics · Physics 2015-05-08 Enrico Massa , Danilo Bruno , Gianvittorio Luria , Enrico Pagani

Excavation of irregular rigid objects in clutter, such as fragmented rocks and wood blocks, is very challenging due to their complex interaction dynamics and highly variable geometries. In this paper, we adopt reinforcement learning (RL) to…

Robotics · Computer Science 2022-01-28 Qingkai Lu , Yifan Zhu , Liangjun Zhang

We study stochastic optimal control of rough stochastic differential equations (RSDEs). This is in the spirit of the pathwise control problem (Lions--Souganidis 1998, Buckdahn--Ma 2007; also Davis--Burstein 1992), with renewed interest and…

Probability · Mathematics 2025-10-24 Peter K. Friz , Khoa Lê , Huilin Zhang

A Dubins path is a shortest path with bounded curvature. The seminal result in non-holonomic motion planning is that (in the absence of obstacles) a Dubins path consists either from a circular arc followed by a segment followed by another…

Discrete Mathematics · Computer Science 2012-11-14 Sylvester Eriksson-Bique , David Kirkpatrick , Valentin Polishchuk

It is well known that the set of $m$-Dyck paths with a fixed height and a fixed amount of valleys is counted by the Fu{\ss}-Narayana numbers. In this article, we consider the set of $m$-Dyck paths that start with at least $t$ north steps.…

Combinatorics · Mathematics 2023-02-07 Henri Mühle , Eleni Tzanaki

We study three-dimensional path geometries with nontrivial torsion of maximal rank. We introduce the notion of constant torsion and show that such path geometries are in one-to-one correspondence with certain cone structures modeled on…

Differential Geometry · Mathematics 2025-08-15 Wojciech Kryński

Deep reinforcement learning (DRL) has a great potential for solving complex decision-making problems in autonomous driving, especially in mixed-traffic scenarios where autonomous vehicles and human-driven vehicles (HDVs) drive together.…

Robotics · Computer Science 2022-04-05 Qianqian Liu , Fengying Dang , Xiaofan Wang , Xiaoqiang Ren

For a wide variety of regularization methods, algorithms computing the entire solution path have been developed recently. Solution path algorithms do not only compute the solution for one particular value of the regularization parameter but…

Machine Learning · Computer Science 2009-03-30 Bernd Gärtner , Joachim Giesen , Martin Jaggi , Torsten Welsch

Cubical type theories are designed around an abstract unit interval from which types of paths, used to represent equalities, are defined. Varying the operations available on this interval yields different type theories. A reversal is an…

Logic in Computer Science · Computer Science 2026-05-15 Evan Cavallo , Christian Sattler

The monotone path polytope of a polytope $P$ encapsulates the combinatorial behavior of the shadow vertex rule (a pivot rule used in linear programming) on $P$. Computing monotone path polytopes is the entry door to the larger subject of…

Combinatorics · Mathematics 2025-10-24 Germain Poullot

Algebraic data structures are the main subroutine for maintaining distances in fully dynamic graphs in subquadratic time. However, these dynamic algebraic algorithms generally cannot maintain the shortest paths, especially against adaptive…

Data Structures and Algorithms · Computer Science 2023-11-28 Anastasiia Alokhina , Jan van den Brand