Related papers: Unbounded rough drivers, rough PDEs and applicatio…
We determine a considerable class of nonlinear partial differential equation systems which have global regular solutions. Uniqueness is not a direct general consequence of this method. The scheme can be applied to the incompressible Navier…
We consider differential equations driven by rough paths and study the regularity of the laws and their long time behavior. In particular, we focus on the case when the driving noise is a rough path valued fractional Brownian motion with…
We are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$. We prove several comparison principles among viscosity solutions which may be unbounded…
Existence and uniqueness for rough flows, transport and continuity equations driven by general geometric rough paths are established.
We develop methods for the solution of inhomogeneous Robin type boundary value problems (BVPs) that arise for certain linear parabolic Partial Differential Equations (PDEs) on a half line, as well as a second order generalisation. We are…
We establish a non-explosion result for rough differential equations (RDEs) in which the noise and drift coefficients, together with their derivatives, may grow unboundedly at infinity. In addition, we prove the existence of a global…
We consider infinite-dimensional parabolic rough evolution equations. Using regularizing properties of analytic semigroups we prove global-in-time existence of solutions and investigate random dynamical systems for such equations.
We prove quantitative regularity estimates for the solutions to non-linear continuity equations and their discretized numerical approximations on Cartesian grids when advected by a rough force field. This allow us to recover the known…
The present contribution investigates shape optimisation problems for a class of semilinear elliptic variational inequalities with Neumann boundary conditions. Sensitivity estimates and material derivatives are firstly derived in an…
We investigate existence, uniqueness and regularity for solutions of rough parabolic equations of the form $\partial _tu-A_tu-f=(\dot X_t(x) \cdot \nabla + \dot Y_t(x))u$ on $[0,T]\times\mathbb{R}^d.$ To do so, we introduce a concept of…
We consider the 2D Euler equation with bounded initial vorticity and perturbed by rough transport noise. We show that there exists a unique solution, which coincides with the starting condition advected by the Lagrangian flow. Moreover, the…
We construct global-in-time solutions for semilinear parabolic rough partial differential equations. We work on a scale of Banach spaces tailored to the controlled rough path approach and derive suitable a-priori estimates of the solution…
We consider a class of aggregation-diffusion equations on unbounded one dimensional domains with Lipschitz nonincreasing mobility function. We show strong $L^1$-convergence of a suitable deterministic particle approximation to weak…
We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…
We prove new (sharp) Liouville-type properties via degenerate Hadamard three-sphere theorems for fully nonlinear equations structured over Heisenberg vector fields. As model examples, we cover the case of Pucci's extremal operators…
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 dynamics of rough differential equations (RDEs) has recently received a lot of interest. For example, the existence of local random center manifolds for RDEs has been established. In this work, we present an approximation for local…
In this paper, we derive sharp bounds on the semigroup of the linearized incompressible Navier-Stokes equations near a stationary shear layer in the half plane and in the half space ($\mathbb{R}_+^2$ or $\mathbb{R}_+^3$), with Dirichlet…
We consider the Navier-Stokes system in two and three space dimensions perturbed by transport noise and subject to periodic boundary conditions. The noise arises from perturbing the advecting velocity field by space-time dependent noise…
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, and uniform ellipticity conditions on the diffusion coefficient, we prove…