Abstract
We study a rough difference equation on a discrete time set, where the driving Hölder rough path is a realization of a stochastic process. Using a modification of Davie’s approach (Cong et al. in J. Dyn. Differ. Equ. 34:605–636, 2022) and the discrete sewing lemma, we derive norm estimates for the discrete solution. In particular, when the discrete time set is regular, the system generates a discrete random dynamical system. We also generalize a recent result in Duc and Kloeden (Numerical attractors for rough differential equations, 2021) on the existence and upper semi-continuity of a global random pullback attractor under the dissipativity and the linear growth condition for the drift.
Similar content being viewed by others
Data Availibility
A statement on how any datasets used can be accessed: not applicable.
References
Arnold, L.: Random Dynamical Systems. Springer, Berlin, Heidelberg, New York (1998)
Bailleul, I., Riedel, S., Scheutzow, M.: Random dynamical systems, rough paths and rough flows. J. Differ. Equ. 262, 5792–5823 (2017)
Bayer, C., Friz, P., Tapia, N.: Stability of deep neural networks via discrete rough paths. SIAM J. Math. Data Sci. 5(1), 50–76 (2023)
Cass, T., Litterer, C., Lyons, T.: Integrability and tail estimates for Gaussian rough differential equations. Ann. Probab. 14(4), 3026–3050 (2013)
Cong, N.D., Duc, L.H., Hong, P.T.: Pullback attractors for stochastic Young differential delay equations. J. Dyn. Differ. Equ. 34, 605–636 (2022)
Davie, A.M.: Differential equations driven by rough paths: an approach via discrete approximation. Appl. Math. Res. eXpress (2008)
Duc, L.H.: Random attractors for dissipative systems with rough noises. Disc. Cont. Dyn. Syst. 42(4), 1873–1902 (2022)
Duc, L.H.: Controlled differential equations as rough integrals. Pure Appl. Funct. Anal. 7(4), 1245–1271 (2022)
Duc, L.H., Garrido-Atienza, M.J., Neuenkirch, A., Schmalfuß, B.: Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in \((\frac{1}{2},1)\). J. Differ. Equ. 264, 1119–1145 (2018)
Duc, L.H., Kloeden, P.: Numerical attractors for rough differential equations. To appear in SIAM J. Numer. Anal. Preprint MIS 25 (2021)
Duc, L.H., Hong, P.T.: Asymptotic dynamics of Young differential equations. J. Dyn. Differ. Equ. 35, 1667–1692 (2023)
Friz, P., Hairer, M.: A Course on Rough Path with An Introduction to Regularity Structure. Universitext, vol. XIV. Springer, Berlin (2014)
Friz, P., Victoir, N.: Multidimensional stochastic processes as rough paths: theory and applications. Cambridge Studies in Advanced Mathematics, vol. 120. Cambridge Unversity Press, Cambridge (2010)
Gubinelli, M.: Controlling rough paths. J. Funtion Anal. 216(1), 86–140 (2004)
Lejay, A.: Controlled differential equations as Young integrals: a simple approach. J. Differ. Equ. 249, 1777–1798 (2010)
Lejay, A.: On rough differential equations. Electron. J. Probab. 14, 341–364 (2009)
Lyons, T.: Differential equations driven by rough signals. Rev. Mat. Iberoam. 14(2), 215–310 (1998)
Lyons, T., Caruana, M., Lévy, Th.: Differential Equations Driven by Rough Paths, vol. 1908. Springer, Berlin (2007)
Riedel, S., Scheutzow, M.: Rough differential equations with unbounded drift terms, phJ. Differ. Equ. 262, 283–312 (2017)
Young, L.C.: An integration of Hölder type, connected with Stieltjes integration. Acta Math. 67, 251–282 (1936)
Acknowledgements
This work is supported by the project NVCC01.10/22-23 of Vietnam Academy of Science and Technology. The authors would like also to thank Vietnam Institute for Advanced Study in Mathematics (VIASM) for a three month research stay in 2021–2022.
Funding
Details of any funding received: project NVCC01.10/22-23 of Vietnam Academy of Science and Technology.
Author information
Authors and Affiliations
Contributions
Applicable for submissions with multiple authors): the authors contribute equally to the manuscript.
Corresponding author
Ethics declarations
Conflict of interest
Always applicable and includes interests of a financial or personal nature: the authors declare no conflict of interest.
Ethical Approval
Applicable for both human and/or animal studies. Ethical committees, Internal Review Boards and guidelines followed must be named. When applicable, additional headings with statements on consent to participate and consent to publish are also required: not applicable
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Cong, N.D., Duc, L.H. & Hong, P.T. Numerical Attractors via Discrete Rough Paths. J Dyn Diff Equat (2023). https://doi.org/10.1007/s10884-023-10280-4
Received:
Revised:
Accepted:
Published:
DOI: https://doi.org/10.1007/s10884-023-10280-4