Related papers: Rough differential equations and reduced rough pat…

We develop a rough-path framework for two-parameter rough differential equations on rectangular and simplicial domains, motivated by the signature kernel and Schwinger--Dyson kernel equations. The theory is formulated in spaces of jointly…

We consider Dirichlet problems for linear elliptic equations of second order in divergence form on a bounded or exterior smooth domain $\Omega$ in $\mathbb{R}^n$, $n \ge 3$, with drifts $\mathbf{b}$ in the critical weak $L^n$-space…

In this work, we propose and analyze a residual-minimization strategy for the numerical solution of nonlinear PDEs posed in Banach spaces. Given a finite-dimensional trial space and a suitably enriched discrete test space (of higher…

This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic processes and its dual can be…

We introduce a general weak formulation for PDEs driven by rough paths, as well as a new strategy to prove well-posedness. Our procedure is based on a combination of fundamental a priori estimates with (rough) Gronwall-type arguments. In…

Branched rough paths, used to solve ODEs on $\mathbb{R}$, have been generalised in two different directions. In one direction, there are regularity structures aimed at solving SPDEs on $\mathbb{R}$. In the other direction, there are…

This work is devoted to the study of the existence of at least one weak solution to nonlocal equations involving a general integro-differential operator of fractional type. As a special case, we derive an existence theorem for the…

Proximal gradient methods are a popular tool for the solution of structured, nonsmooth minimization problems. In this work, we investigate an extension of the former to general Banach spaces and provide worst-case convergence rates for,…

In this article, we illustrate the flexibility of the algebraic integration formalism introduced by M. Gubinelli (2004), by establishing an existence and uniqueness result for delay equations driven by rough paths. We then apply our results…

The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…

Building on the functional-analytic framework of operator-valued kernels and un-truncated signature kernels, we propose a scalable, provably convergent signature-based algorithm for a broad class of high-dimensional, path-dependent hedging…

We develop a new boundary condition for the weak inverse mean curvature flow, which gives canonical and non-trivial solutions in bounded domains. Roughly speaking, the boundary of the domain serves as an outer obstacle, and the evolving…

Local indices at isolated fixed points of a differentiable compact nonlinear map $T$ on Banach spaces will be discussed. These results are applied to establish the existence of nontrivial solutions. As an example, the existence of…

We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process lifted to a rough path. Neither adaptedness of initial point and vector fields nor commuting conditions between vector field is…

This paper investigates the stochastic tamed 3D Navier-Stokes equations with locally weak monotonicity coefficients in the whole space as well as in the three-dimensional torus, which play a crucial role in turbulent flows analysis. A…

We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…

We develop a framework for studying variational problems in Banach spaces with respect to gradient relations, which encompasses many of the notions of generalized gradients that appear in the literature. We stress the fact that our approach…

In this paper, we investigate abstract time-fractional evolution equations with nonlinear perturbations. We construct solutions of Lipschitz perturbation problems in arbitrary large time interval independent of the Lipschitz constants. We…

In this paper, we study the existence of the random approximations and fixed points for random almost lower semicontinuous operators defined on finite dimensional Banach spaces, which in addition, are condensing or 1-set-contractive. Our…

In this Note, we study a transport-diffusion equation with rough coefficients and we prove that solutions are unique in a low-regularity class.