Center Manifolds for Rough Partial Differential Equations
Christian Kuehn, Alexandra Neamtu

TL;DR
This paper establishes a center manifold theorem for rough PDEs driven by nonlinear multiplicative noise, extending the theory of random dynamical systems to include such stochastic partial differential equations.
Contribution
It introduces a novel center manifold theorem for rough PDEs using rough path theory and Lyapunov-Perron methods, applicable to reaction-diffusion and Swift-Hohenberg equations.
Findings
Proves the existence of a random center manifold for rough PDEs.
Applies the theorem to reaction-diffusion and Swift-Hohenberg equations.
Develops a new analytical framework combining rough paths and semigroup theory.
Abstract
We prove a center manifold theorem for rough partial differential equations (rough PDEs). The class of rough PDEs we consider contains as a key subclass reaction-diffusion equations driven by nonlinear multiplicative noise, where the stochastic forcing is given by a -H\"older rough path, for . Our proof technique relies upon the theory of rough paths and analytic semigroups in combination with a discretized Lyapunov-Perron-type method in a suitable scale of interpolation spaces. The resulting center manifold is a random manifold in the sense of the theory of random dynamical systems (RDS). We also illustrate our main theorem for reaction-diffusion equations as well as for the Swift-Hohenberg equation.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications
