65 resultados para differential equations


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We establish an uniform factorial decay estimate for the Taylor approximation of solutions to controlled differential equations. Its proof requires a factorial decay estimate for controlled paths which is interesting in its own right.

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We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such Gaussian rough paths. Together with Lyons' universal limit theorem, our results yield immediately the corresponding results for pathwise solutions to stochastic differential equations driven by such Gaussian process in the sense of rough paths. Moreover, our LDP result implies the result of Yoshida on the LDP for capacities over the abstract Wiener space associated with such Gaussian process.

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We study spectral properties of the Laplace-Beltrami operator on two relevant almost-Riemannian manifolds, namely the Grushin structures on the cylinder and on the sphere. This operator contains first order diverging terms caused by the divergence of the volume. We get explicit descriptions of the spectrum and the eigenfunctions. In particular in both cases we get a Weyl's law with leading term Elog E. We then study the drastic effect of Aharonov-Bohm magnetic potentials on the spectral properties. Other generalised Riemannian structures including conic and anti-conic type manifolds are also studied. In this case, the Aharonov-Bohm magnetic potential may affect the self-adjointness of the Laplace-Beltrami operator.

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Let H ∈ C 2(ℝ N×n ), H ≥ 0. The PDE system arises as the Euler-Lagrange PDE of vectorial variational problems for the functional E ∞(u, Ω) = ‖H(Du)‖ L ∞(Ω) defined on maps u: Ω ⊆ ℝ n → ℝ N . (1) first appeared in the author's recent work. The scalar case though has a long history initiated by Aronsson. Herein we study the solutions of (1) with emphasis on the case of n = 2 ≤ N with H the Euclidean norm on ℝ N×n , which we call the “∞-Laplacian”. By establishing a rigidity theorem for rank-one maps of independent interest, we analyse a phenomenon of separation of the solutions to phases with qualitatively different behaviour. As a corollary, we extend to N ≥ 2 the Aronsson-Evans-Yu theorem regarding non existence of zeros of |Du| and prove a maximum principle. We further characterise all H for which (1) is elliptic and also study the initial value problem for the ODE system arising for n = 1 but with H(·, u, u′) depending on all the arguments.

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In the context of controlled differential equations, the signature is the exponential function on paths. B. Hambly and T. Lyons proved that the signature of a bounded variation path is trivial if and only if the path is tree-like. We extend Hambly–Lyons' result and their notion of tree-like paths to the setting of weakly geometric rough paths in a Banach space. At the heart of our approach is a new definition for reduced path and a lemma identifying the reduced path group with the space of signatures.