Rough differential equations on manifolds via natural bundles

Abstract

In the article, a novel framework for rough differential equations on finite-dimensional smooth manifolds driven by branched rough paths is developed utilizing the theory of natural bundles. The role of vector fields is played by sections of certain associated fiber bundles. The solutions are defined in a generalized Davie sense via a local approximation in such a way that they are invariant under changes of coordinates. Existence and uniqueness of the solutions is proved and a necessary and sufficient condition for the invariance of a submanifold for the solution is given. The approach allows the treatment of rough differential equations driven by fully branched rough paths on manifolds without directly relying on a shuffle product formula, bracket extension, or the Connes-Kreimer Hopf algebra and without imposing additional structure on the manifold.