Rough center manifolds

ALEXANDRA NEAMŢU, CHRISTIAN KUEHN

Research output: Contribution to journalArticlepeer-review

12 Scopus citations

Abstract

Since the breakthrough in rough paths theory for stochastic ordinary differential equations, there has been a strong interest in investigating the rough differential equation (RDE) approach and its numerous applications. Rough path techniques can stay closer to deterministic analytical methods and have the potential to transfer many pathwise ordinary differential equation (ODE) techniques more directly to a stochastic setting. However, there are few works that analyze dynamical properties of RDEs and connect the rough path/regularity structures, ODE, and random dynamical systems approaches. Here we contribute to this aspect and analyze invariant manifolds for RDEs. By means of a suitably discretized Lyapunov-Perron-type method we prove the existence and regularity of local center manifolds for such systems. Our method directly works with the RDE and we exploit rough paths estimates to obtain the relevant contraction properties of the Lyapunov-Perron map.

Original languageEnglish
Pages (from-to)3912-3957
Number of pages46
JournalSIAM Journal on Mathematical Analysis
Volume53
Issue number4
DOIs
StatePublished - 2021

Keywords

  • Center manifolds
  • Dynamical systems
  • Rough path theory

Fingerprint

Dive into the research topics of 'Rough center manifolds'. Together they form a unique fingerprint.

Cite this