Theo Diamantakis

Abstract

The Levy area correction for a rough differential equation appears when the signature tensor of the rough driver is perturbed. These perturbations are deterministic, antisymmetric elements of the truncated tensor algebra which often appear in limits of approximations. We discuss how rough paths theory unites several viewpoints in the origin of additional drift terms known as Wong-Zakai anomalies and identify them as instances of the Levy area correction induced by changes in the signature. We shall showcase dramatic implications of this result in the context of the stochastic rigid body, an example rich in structure that the Levy area correction preserves, albeit with remarkable differences in the dynamical behaviour.

Our speaker

Theo is a third-year PhD student at Imperial College, jointly supervised by Professor Darryl Holm and Professor Greg Pavliotis. His research interests include stochastic geometric mechanics, rough paths theory and their applications to fluid dynamics.

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