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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

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 develop a fundamental framework for and extend the theory of rough paths to Lipschitz-gamma manifolds.

Classical Analysis and ODEs · Mathematics 2011-02-07 Thomas Cass , Christian Litterer , Terry Lyons

We provide Lipschitz regularity for solutions to viscous time-dependent Hamilton-Jacobi equations with right-hand side belonging to Lebesgue spaces. Our approach is based on a duality method, and relies on the analysis of the regularity of…

Analysis of PDEs · Mathematics 2020-01-28 Marco Cirant , Alessandro Goffi

We consider time-inhomogeneous, second order linear parabolic partial differential equations of the non-divergence type, and assume the ellipticity and the continuity on the coefficient of the second order derivatives and the boundedness on…

Analysis of PDEs · Mathematics 2016-05-31 Seiichiro Kusuoka

This article is devoted to the long-standing problem on the smoothness of sub-Riemannian geodesics. We prove that the derivatives of sub-Riemannian geodesics are always $L_p$-H\"older continuous. Additionally, this result has several…

Differential Geometry · Mathematics 2023-08-24 Lev Lokutsievskiy , Mikhail Zelikin

We consider finite element approximations of unique continuation problems subject to elliptic equations in the case where the normal derivative of the exact solution is known to reside in some finite dimensional space. To give quantitative…

Numerical Analysis · Mathematics 2025-03-13 Erik Burman , Lauri Oksanen , Ziyao Zhao

The central aim of this work is to understand rough differential equations on homogeneous spaces. We focus on the formal approach, by giving an explicit expansion of the solution at each point of the real line in terms of decorated planar…

Classical Analysis and ODEs · Mathematics 2020-12-08 Charles Curry , Kurusch Ebrahimi-Fard , Dominique Manchon , Hans Z. Munthe-Kaas

We present a new numerical homotopy continuation algorithm for finding all solutions to Schubert problems on Grassmannians. This Littlewood-Richardson homotopy is based on Vakil's geometric proof of the Littlewood-Richardson rule. Its start…

Numerical Analysis · Mathematics 2010-01-26 Frank Sottile , Ravi Vakil , Jan Verschelde

We give an unified framework to solve rough differential equations. Based on flows, our approach unifies the former ones developed by Davie, Friz-Victoir and Bailleul. The main idea is to build a flow from the iterated product of an almost…

Probability · Mathematics 2021-02-09 Antoine Brault , Antoine Lejay

We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. This provides a multi-level generalisation of the isomorphism of Lejay-Victoir (2006) as well as a canonical version of the It\^o-Stratonovich…

Probability · Mathematics 2019-05-16 Horatio Boedihardjo , Ilya Chevyrev

We develop the Littlewood-Richardson homotopy algorithm, which uses numerical continuation to compute solutions to Schubert problems on Grassmannians and is based on the geometric Littlewood-Richardson rule. One key ingredient of this…

Algebraic Geometry · Mathematics 2020-07-06 Anton Leykin , Abraham Martin del Campo , Frank Sottile , Ravi Vakil , Jan Verschelde

The It{\^o} map assigns the solution of a Rough Differential Equation, a generalization of an Ordinary Differential Equation driven by an irregular path, when existence and uniqueness hold. By studying how a path is transformed through the…

Probability · Mathematics 2019-05-01 Laure Coutin , Antoine Lejay

It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlled differential equation is locally Lipschitz continuous in…

Probability · Mathematics 2018-11-14 Peter K. Friz , David J. Prömel

We develop a set of techniques that enable us to effectively recover Besov rough analysis from p-variation rough analysis. Central to our approach are new metric groups, in which some objects in rough path theory that have been previously…

Probability · Mathematics 2024-07-17 Peter Friz , Hannes Kern , Pavel Zorin-Kranich

The purpose of this paper is to study the Schwarz-Pick type inequality and the Lipschitz continuity for the solutions to the nonhomogeneous biharmonic equation: $\Delta(\Delta f)=g$, where $g:$ $\overline{\ID}\rightarrow\mathbb{C}$ is a…

Complex Variables · Mathematics 2023-02-14 Peijin Li , Yaxiang Li , Qinghong Luo , Saminathan Ponnusamy

We develop a higher regularity theory for general quasilinear elliptic equations and systems in divergence form with random coefficients. The main result is a large-scale $L^\infty$-type estimate for the gradient of a solution. The estimate…

Analysis of PDEs · Mathematics 2016-01-27 Scott N. Armstrong , Jean-Christophe Mourrat

We consider the Lipschitz continuous dependence of solutions for the Novikov equation with respect to the initial data. In particular, we construct a Finsler type optimal transport metric which renders the solution map Lipschitz continuous…

Analysis of PDEs · Mathematics 2016-11-28 Hong Cai , Geng Chen , Robin MIng Chen , Yannan Shen

We provide an account for the existence and uniqueness of solutions to rough differential equations under the framework of controlled rough paths. The case when the driving path is $\beta$-H\"older continuous, for $\beta>1/3$, is widely…

Classical Analysis and ODEs · Mathematics 2020-09-29 Horatio Boedihardjo , Xi Geng

Graph algorithms are widely used for decision making and knowledge discovery. To ensure their effectiveness, it is essential that their output remains stable even when subjected to small perturbations to the input because frequent output…

Data Structures and Algorithms · Computer Science 2023-09-15 Soh Kumabe , Yuichi Yoshida
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