Related papers: Taylor estimate for differential equations driven …
We derive the Taylor polynomial of a function, which is $m$-times continuously differentiable and positive homogeneous of order $m$. The Taylor polynomial in $a$ for $f(b)$ of order $m$ in general is a polynomial of order $m$ in $b-a$. If…
We present a new fractional Taylor formula for singular functions whose Caputo fractional derivatives are of bounded variation. It bridges and ``interpolates" the usual Taylor formulas with two consecutive integer orders. This enables us to…
We provide the first tight bounds on the lower tail probability of the one point distribution of the KPZ equation with narrow wedge initial data. Our bounds hold for all sufficiently large times $T$ and demonstrates a crossover between…
In this paper, we introduce an algorithm that provides approximate solutions to semi-linear ordinary differential equations with highly oscillatory solutions, which, after an appropriate change of variables, can be rewritten as…
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…
A new powerful method to calculate Feynman diagrams is proposed. It consists in setting up a Taylor series expansion in the external momenta squared (in general multivariable). The Taylor coefficients are obtained from the original diagram…
We improve the estimates in the restriction problem in dimension $n \ge 4$. To do so, we establish a weak version of a $k$-linear restriction estimate for any $k$. The exponents in this weak $k$-linear estimate are sharp for all $k$ and…
We give the explicit analytic development of any Jack or Macdonald polynomial in terms of elementary (resp. modified complete) symmetric functions. These two developments are obtained by inverting the Pieri formula.
In the present paper, a stochastic Taylor expansion of some functional applied to the solution process of an It\^o or Stratonovich stochastic differential equation with a multi-dimensional driving Wiener process is given. Therefore, the…
Classical a posteriori error analysis for differential equations quantifies the error in a Quantity of Interest (QoI) which is represented as a bounded linear functional of the solution. In this work we consider a posteriori error estimates…
We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and It\^o integrals, of relevance in rough paths theory, stochastic, and harmonic analysis. As an application, we introduce rough…
In this paper the double-sided Talor's approximations are used to obtain generalisations and improvements of some trigonometric inequalities.
A geometric p-rough path can be seen to be a genuine path of finite p-variation with values in a Lie group equipped with a natural distance. The group and its distance lift (R^{d},+,0) and its Euclidean distance. This approach allows us to…
We prove a pointwise estimate for the decreasing rearrangement of $Tf$, where $T$ is any sublinear operator satisfying the weak-type boundedness $$ T:L^{p,1}(\mu) \to L^{p,\infty}(\nu), \quad \forall p: 1<p_0 < p\leq p_1<\infty, $$ with…
We compute Hermite expansions of some tempered distributions by using the Bargmann transform. In other words, we calculate the Taylor expansions of the corresponding entire functions. Our method of computations seems to be superior to the…
A refinement of the energy method is introduced for dispersive PDE with derivative nonlinearity posed on tori. Key ingredient is a shorttime bilinear Strichartz estimate, which is used in a known combination of perturbative and energy…
We give improved estimates for the non-perturbative parameters appearing in the heavy quark expansion for inclusive decays. While the parameters appearing in low orders of this expansion can be extracted from data, the number of parameters…
We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on $\mathbb{R}^d$ using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in…
The solutions of parabolic and hyperbolic stochastic partial differential equations (SPDEs) driven by an infinite dimensional Brownian motion, which is a martingale, are in general not semi-martingales any more and therefore do not satisfy…
In this paper, we establish a sharp remainder formula for the Poincar\'e inequality for Baouendi-Grushin vector fields in the setting of $L^{p}$ for complex-valued functions. In special cases, we recover previously known results.…