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

200 篇论文

We point out how Banach Fixed Point Theorem, and the Picard successive approximation methods induced by it, allows us to treat some mathematical methods in Combinatorics. In particular we get, by this way, a proof and an iterative algorithm…

组合数学 · 数学 2018-03-20 Ana Luzon

We consider multi-dimensional Gaussian processes and give a new condition on the covariance, simple and sharp, for the existence of stochastic area(s). Gaussian rough paths are constructed with a variety of weak and strong approximation…

概率论 · 数学 2007-07-04 Peter Friz , Nicolas Victoir

We develop a tool in order to analyse the dynamics of differentiable flows with singularities. It provides an abstract model for the local dynamics that can be used in order to control the size of invariant manifolds. This work is the first…

动力系统 · 数学 2023-11-23 Sylvain Crovisier , Dawei Yang

We propose a new mathematical model of groundwater flow in porous medium layered over inclined impermeable bed. In its full generality, this is a free-surface problem. To obtain analytically tractable model, we use generalized…

偏微分方程分析 · 数学 2025-01-07 Petr Girg , Lukáš Kotrla

The present paper aims to establish the local well-posedness of Euler's fluid equations on geometric rough paths. In particular, we consider the Euler equations for the incompressible flow of an ideal fluid whose Lagrangian transport…

偏微分方程分析 · 数学 2022-07-01 Dan Crisan , Darryl D. Holm , James-Michael Leahy , Torstein Nilssen

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…

概率论 · 数学 2024-02-15 Rémi Catellier , Romain Duboscq

This paper addresses the study and characterizations of variational convexity of extended-real-valued functions on Banach spaces. This notion has been recently introduced by Rockafellar, and its importance has been already realized and…

最优化与控制 · 数学 2023-08-29 Pham Duy Khanh , Vu Vinh Huy Khoa , Boris S. Mordukhovich , Vo Thanh Phat

Building on results obtained in [GVRS], we prove Local Stable and Unstable Manifold Theorems for nonlinear, singular stochastic delay differential equations. The main tools are rough paths theory and a semi-invertible Multiplicative Ergodic…

概率论 · 数学 2020-03-09 Mazyar Ghani Varzaneh , Sebastian Riedel

We establish a simultaneous generalization of It\^o's theory of stochastic and Lyons' theory of rough differential equations. The interest in such a unification comes from a variety of applications, including pathwise stochastic filtering,…

概率论 · 数学 2025-12-09 Peter K. Friz , Antoine Hocquet , Khoa Lê

We introduce one-way flows in near algebras and two-way flows in double near algebras with two interrelated multiplications. We establish parametric representations of the one-way and two-way flows in terms of a single element of the…

环与代数 · 数学 2022-11-17 Włodzimierz Bryc , Jacek Wesołowski , Agnieszka Zięba

We provide sufficient conditions for the existence of a strong derivable map and calculate its derivative by employing a result in our previous work on strong derivability of maps arising by functional calculus of an unbounded scalar type…

泛函分析 · 数学 2025-02-11 Benedetto Silvestri

We study the relation between the linear stability of almost-symmetries and the geometry of the Banach spaces on which these transformations are defined. We show that any transformation between finite dimensional Banach spaces that…

数学物理 · 物理学 2019-07-15 Javier Cuesta

We present a global bifurcation result for critical values of $C^1$ maps in Banach spaces. The approach is topological based on homotopy equivalence of pairs of topological spaces. For $C^2$ maps, we prove a particular global bifurcation…

泛函分析 · 数学 2017-08-07 Pablo Amster , Pierluigi Benevieri , Julian Haddad

We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the…

概率论 · 数学 2007-05-23 Dmitry Dolgopyat , Vadim Kaloshin , Leonid Koralov

We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coefficients which allow us to characterize transport problems in a gradient flow setting, and form the basis of our…

概率论 · 数学 2016-02-23 Erwan Hillion , Oliver Johnson

The present document is the draft of a book which presents an introduction to infinite-dimensional differential geometry beyond Banach manifolds. As is well known the usual calculus breaks down in this setting. Hence, we replace it by the…

微分几何 · 数学 2023-03-09 Alexander Schmeding

New elementary, self-contained proofs are presented for the topological and the smooth classification theorems of linear flows on finite-dimensional normed spaces. The arguments, and the examples that accompany them, highlight the…

动力系统 · 数学 2018-06-12 Arno Berger , Anthony Wynne

In this paper we lay the foundations for the Morse theoretical study of strongly indefinite functionals on Banach manifolds by developing the local theory for a specific model class that captures several key analytical features also arising…

偏微分方程分析 · 数学 2026-03-03 L. Asselle , S. Cingolani , M. Starostka

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

偏微分方程分析 · 数学 2008-03-24 Michael Caruana , Peter Friz

We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula,…

数值分析 · 数学 2019-07-22 Clément Cancès , Thomas O. Gallouët , Gabriele Todeschi