[图书][B] A course on rough paths

PK Friz, M Hairer - 2020 - Springer
Peter K. Friz Martin Hairer With an Introduction to Regularity Structures Second Edition
Page 1 Universitext Peter K. Friz Martin Hairer A Course on Rough Paths With an …

Paracontrolled distributions and singular PDEs

M Gubinelli, P Imkeller, N Perkowski - Forum of Mathematics, Pi, 2015 - cambridge.org
We introduce an approach to study certain singular partial differential equations (PDEs)
which is based on techniques from paradifferential calculus and on ideas from the theory of …

Solving the KPZ equation

M Hairer - Annals of mathematics, 2013 - JSTOR
We introduce a new concept of solution to the KPZ equation which is shown to extend the
classical Cole-Hopf solution. This notion provides a factorisation of the Cole-Hopf solution …

Dynamical heterogeneities close to a colloidal gel

AM Puertas, M Fuchs, ME Cates - The Journal of chemical physics, 2004 - pubs.aip.org
Dynamical heterogeneities in a colloidal fluid close to gelation are studied by means of
computer simulations. A clear distinction between some fast particles and the rest, slow …

Rough stochastic differential equations

PK Friz, A Hocquet, K Lê - arXiv preprint arXiv:2106.10340, 2021 - arxiv.org
We build a hybrid theory of rough stochastic analysis which seamlessly combines the
advantages of both It\^ o's stochastic and Lyons' rough differential equations. This gives a …

Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity

R Cont, N Perkowski - Transactions of the American Mathematical Society …, 2019 - ams.org
We construct a pathwise integration theory, associated with a change of variable formula, for
smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion …

Rough stochastic pdes

M Hairer - Communications on Pure and Applied mathematics, 2011 - Wiley Online Library
In this article, we show how the theory of rough paths can be used to provide a notion of
solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too‐high spatial …

[HTML][HTML] A priori estimates for rough PDEs with application to rough conservation laws

A Deya, M Gubinelli, M Hofmanová, S Tindel - Journal of Functional …, 2019 - Elsevier
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 …

Non-linear rough heat equations

A Deya, M Gubinelli, S Tindel - Probability Theory and Related Fields, 2012 - Springer
This article is devoted to define and solve an evolution equation of the form dy t= Δ yt dt+ dX
t (yt), where Δ stands for the Laplace operator on a space of the form L^ p (\mathbb R^ n) …

[HTML][HTML] Variational principles for fluid dynamics on rough paths

D Crisan, DD Holm, JM Leahy, T Nilssen - Advances in Mathematics, 2022 - Elsevier
In recent works, beginning with [76], several stochastic geophysical fluid dynamics (SGFD)
models have been derived from variational principles. In this paper, we introduce a new …