Solving rough differential equations with the theory of regularity structures

DOI10.1007/978-3-030-28535-7_8MaRDI QIDQ5126526zbMATH OpenOpenAlexFDO

Authors Antoine Brault

Publication date 20 October 2020

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.06285

zbMATH Keywords

regularity structuresrough differential equations

Mathematics Subject Classification ID

Regularity structures (60L30) Rough partial differential equations (60L50)

Abstract: 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 inspired by the rough path theory. We take a pedagogical approach to facilitate the understanding of this new theory. We recover results of the rough path theory with the regularity structure framework. Hence, we show how to formulate a fixed point problem in the abstract space of modelled distributions to solve the rough differential equations. We also give a proof of the existence of a rough path lift with the theory of regularity structure.

Recommendations

• A course on rough paths. With an introduction to regularity structures
• The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations
• A theory of regularity structures
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• Regularity theory for rough partial differential equations and parabolic comparison revisited

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Cited in

(5)

• The Sewing lemma for \(0 < \gamma \leq 1\)
• Rough center manifolds
• Optimal extension to Sobolev rough paths
• A stochastic reconstruction theorem
• A stochastic reconstruction theorem on rectangular increments with an application to a mixed hyperbolic SPDE

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