A priori bounds for rough differential equations with a non-linear damping term

Abstract

We consider a rough differential equation with a non-linear damping drift term: align* dY(t) = - |Y|m-1 Y(t) dt + σ(Y(t)) dX(t), align* where X is a branched rough path of arbitrary regularity α >0, m>1 and where σ is smooth and satisfies an m and α-dependent growth property. We show a strong a priori bound for Y, which includes the "coming down from infinity" property, i.e. the bound on Y(t) for a fixed t>0 holds uniformly over all choices of initial datum Y(0). The method of proof builds on recent work by Chandra, Moinat and Weber on a priori bounds for the φ4 SPDE in arbitrary subcritical dimension. A key new ingredient is an extension of the algebraic framework which permits to derive an estimate on higher order conditions of a coherent controlled rough path in terms of the regularity condition at lowest level.

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