A discrete approach to Rough Parabolic Equations

By combining the formalism of \cite{RHE} with a discrete approach close to the considerations of \cite{Davie}, we interpret and solve the rough partial differential equation $dy_t=A y_t \, dt+\sum_{i=1}^m f_i(y_t) \, dx^i_t$ ($t\in [0,T]$) on a compact domain $\mathcal{O}$ of $\R^n$, where $A$ is a rather general elliptic operator of $L^p(\mathcal{O})$ ($p>1$), $f_i(\vp)(\xi):=f_i(\vp(\xi))$ and $x$ is the generator of a $2$-rough path. The (global) existence, uniqueness and continuity of a solution is established under classical regularity assumptions for $f_i$. Some identification procedures are also provided in order to justify our interpretation of the problem.

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Additional Info

Field Value
Source ISSN: 1083-6489
Author Deya, Aurélien
Maintainer CCSD
Last Updated May 9, 2026, 04:14 (UTC)
Created May 9, 2026, 04:14 (UTC)
Identifier hal-00530850
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Institut Élie Cartan de Nancy (IECN) ; Institut National de Recherche en Informatique et en Automatique (Inria)-Université Henri Poincaré - Nancy 1 (UHP)-Université Nancy 2-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS)
creator Deya, Aurélien
date 2011-08-19T00:00:00
harvest_object_id 8a77ef2b-1aa6-45ed-bf4d-e127bd1fa309
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-04-16T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1011.0088
set_spec type:ART