Related papers: Universal limit theorem for rough differential equ…
We put forward a general framework for the study of a pathwise central limit theorem (CLT) and a moderate deviation principle (MDP) for stochastic partial differential equations perturbed with a small multiplicative linear noise by means of…
We study the stability and robustness of large-scale vehicular formations, in which each vehicle is modeled as a double-integrator. Two types of information graphs are considered: directed trees and undirected graphs. We prove stability of…
Lyons' Rough Path theory is currently formulated in p-variation topology. We extend his main-result, the Universal Limit Theorem, to a stronger Hoelder topology. Several approximations to Brownian Rough Paths are studied. As application of…
Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral…
Many practical problems need the output of a machine learning model to satisfy a set of constraints, $K$. Nevertheless, there is no known guarantee that classical neural network architectures can exactly encode constraints while…
This paper addresses the challenging problem of robust path-following for fixed-wing unmanned aerial vehicles (UAVs) in complex environments with bounded external disturbances and non-smooth predefined paths. Due to the unique aerodynamic…
A universal differential equation is a nontrivial differential equation the solutions of which approximate to arbitrary accuracy any continuous function on any interval of the real line. On the other hand, there has been much interest in…
We focus on elliptic quasi-variational inequalities (QVIs) of obstacle type and prove a number of results on the existence of solutions, directional differentiability and optimal control of such QVIs. We give three existence theorems based…
We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rough paths is natural. On the way we develop a notion of rough integration and an efficient and intrinsic theory of rough differential…
In this paper we introduce the concept of universal stabilizability: the condition that every solution of a nonlinear system can be globally stabilized. We give sufficient conditions in terms of the existence of a control contraction…
We consider the rough differential equation $dY=f(Y)d\bm \om$ where $\bm \om=(\omega,\bbomega)$ is a rough path defined by a Brownian motion $\omega$ on $\RR^m$. Under the usual regularity assumption on $f$, namely $f\in C^3_b (\RR^d,…
For a control Cauchy problem $$\dot x= {f}(t,x,u,v) +\sum_{\alpha=1}^m g_\alpha(x) \dot u_\alpha,\quad x(a)=\bar x, $$ on an interval $[a,b]$, we propose a notion of limit solution $x,$ verifying the following properties: i) $x$ is defined…
The purpose of this article is to solve rough differential equations with the theory of regularity structures. These new tools recently developed by Martin Hairer for solving semi-linear partial differential stochastic equations were…
We derive universal constraints on $(1+1)d$ rational conformal field theories (CFTs) that can arise as transitions between topological theories protected by a global symmetry. The deformation away from criticality to the trivially gapped…
In the Directed Disjoint Paths problem, we are given a digraph $D$ and a set of requests $\{(s_1, t_1), \ldots, (s_k, t_k)\}$, and the task is to find a collection of pairwise vertex-disjoint paths $\{P_1, \ldots, P_k\}$ such that each…
This paper introduces an optimization problem (P) and a solution strategy to design variable-speed-limit controls for a highway that is subject to traffic congestion and uncertain vehicle arrival and departure. By employing a finite…
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 establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.
We extend the estimates for maximal Fourier restriction operators proved by M\"{u}ller, Ricci, and Wright in \cite{MR3960255} and Ramos in \cite{MR4055940} to the case of arbitrary convex curves in the plane, with constants uniform in the…
We study the unbalanced optimal transport (UOT) problem, where the marginal constraints are enforced using Maximum Mean Discrepancy (MMD) regularization. Our work is motivated by the observation that the literature on UOT is focused on…