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相关论文: Flows driven by Banach space-valued rough paths

200 篇论文

Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case…

概率论 · 数学 2022-12-20 Pedro Catuogno , Lourival Lima , Paulo Ruffino

In this work, we develop the discrete solvability analysis for perturbed saddle-point problems in Banach spaces with forcing terms regularised by means of a projector constructed using the adjoint of a weighted Cl\'ement…

We consider port-Hamiltonian systems from a geometric perspective, where the quantities involved such as state, flows, and efforts evolve in (possibly infinite-dimensional) Banach spaces. The main contribution of this article is the…

动力系统 · 数学 2025-09-09 Timo Reis

We establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…

概率论 · 数学 2026-03-04 Sonja Cox , Asma Khedher , Thijs Maessen

In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…

概率论 · 数学 2015-04-24 Shigeki Aida

Backward stochastic differential equations (BSDEs) in the sense of Pardoux-Peng [Backward stochastic differential equations and quasilinear parabolic partial differential equations, Lecture Notes in Control and Inform. Sci., 176, 200--217,…

概率论 · 数学 2010-08-03 Joscha Diehl , Peter Friz

Recently, physics-driven deep learning methods have shown particular promise for the prediction of physical fields, especially to reduce the dependency on large amounts of pre-computed training data. In this work, we target the…

流体动力学 · 物理学 2022-10-12 Hao Ma , Yuxuan Zhang , Nils Thuerey , Xiangyu Hu , Oskar J. Haidn

We use simple sub-Riemannian techniques to prove that an arbitrary geometric p-rough path in the sense of Lyons (98) is the limit in sup-norm of a sequence of canonically lifted smooth paths, which are uniformly bounded in p-variation,…

泛函分析 · 数学 2007-05-23 Peter Friz , Nicolas Victoir

In this paper, we show that the main algebraic assumption required to perform a fixed point argument for rough differential equations implies the algebraic assumption for the Bailleul flow approach. This assumption requires that the rough…

概率论 · 数学 2026-02-20 Yvain Bruned , Yingtong Hou , Paul Laubie , Zhicheng Zhu

For the natural initial conditions $L^1$ in the density field (more generally a positive bounded Radon measure) and $L^\infty$ in the velocity field we obtain global approximate solutions to the Cauchy problem for the 3-D systems of…

偏微分方程分析 · 数学 2014-06-03 Mathilde Colombeau

The universal limit theorem is a central result in rough path theory, which has been proved for: (i) rough paths with roughness $\frac{1}{3}< \alpha \leq \frac{1}{2}$; (ii) geometric rough paths with roughness $0< \alpha \leq 1$; (iii)…

概率论 · 数学 2025-06-18 Xing Gao , Nannan Li , Dominique Manchon

We analyze common lifts of stochastic processes to rough paths/rough drivers-valued processes and give sufficient conditions for the cocycle property to hold for these lifts. We show that random rough differential equations driven by such…

概率论 · 数学 2016-12-07 Ismael Bailleul , Sebastian Riedel , Michael Scheutzow

In this paper, we introduce a new class of subsets of bounded linear operators between Banach spaces which is p-version of the uniformly completely continuous sets. Then, we study the relationship between these sets with the equicompact…

泛函分析 · 数学 2020-03-26 M. Alikhani

We focus on the presence of almost automorphy in strongly monotone skew-product semiflows on Banach spaces. Under the $C^1$-smoothness assumption, it is shown that any linearly stable minimal set must be almost automorphic. This extends the…

动力系统 · 数学 2022-03-09 Yi Wang , Jinxiang Yao

In the article, the rough path theory is extended to cover paths from the exponential Besov-Orlicz space \[B^\alpha_{\Phi_\beta,q}\quad\mbox{ for }\quad \alpha\in (1/3,1/2],\,\quad \Phi_\beta(x) \sim…

概率论 · 数学 2024-06-06 Petr Čoupek , František Hendrych , Jakub Slavík

We develop efficient algorithms for a fundamental network design problem arising in potential-based flow models, which are central to many energy transport networks (e.g., hydrogen and electricity). In contrast to classical network flow…

离散数学 · 计算机科学 2026-04-30 Max Klimm , Marc E. Pfetsch , Martin Skutella , Lea Strubberg

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…

概率论 · 数学 2007-05-23 Peter Friz , Nicolas Victoir

We introduce the space of rough paths with Sobolev regularity and the corresponding concept of controlled Sobolev paths. Based on these notions, we study rough path integration and rough differential equations. As main result, we prove that…

概率论 · 数学 2021-04-23 Chong Liu , David J. Prömel , Josef Teichmann

In this paper we provide necessary and sufficient conditions for invariance of finite dimensional submanifolds for rough differential equations (RDEs) with values in a Banach space. Furthermore, we apply our findings to the particular…

概率论 · 数学 2025-11-21 Stefan Tappe

In this work, we introduce an iterative linearised finite element method for the solution of Bingham fluid flow problems. The proposed algorithm has the favourable property that a subsequence of the sequence of iterates generated converges…

数值分析 · 数学 2021-09-14 Pascal Heid , Endre Süli