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In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of…

Probability · Mathematics 2024-02-27 Jifa Jiang , Jian Wang , Jianliang Zhai , Tusheng Zhang

The application of machine learning (ML) techniques, especially neural networks, has seen tremendous success at processing images and language. This is because we often lack formal models to understand visual and audio input, so here neural…

Computational Engineering, Finance, and Science · Computer Science 2022-01-10 Ann-Kathrin Dombrowski , Klaus-Robert Müller , Wolf Christian Müller

The convective Brinkman-Forchheimer (CBF) equations characterize the motion of incompressible fluid flows in a saturated porous medium. The small noise asymptotic for the two-time-scale stochastic convective Brinkman-Forchheimer (SCBF)…

Probability · Mathematics 2020-10-20 Manil T. Mohan

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

Probability · Mathematics 2007-05-23 F. Klebaner , R. Liptser

In this paper, we consider the large deviations for dynamical Schr\"odinger problems, using the variational approach developed by Dupuis, Ellis, Budhiraja, and others. Recent results on scaled families of Schr\"odinger problems, in…

Probability · Mathematics 2025-11-21 Viktor Nilsson , Pierre Nyquist

In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the…

Probability · Mathematics 2022-12-27 Ananta K Majee

We introduce a novel toy model for shear flows, exploiting the spatial intermittency and the scale separation between large-scale flows and small-scale structures. The model is highly sparse, focusing exclusively on the most intense…

Fluid Dynamics · Physics 2025-03-18 Wandrille Ruffenach , Lucas Fery , Bérengère Dubrulle

In this paper, we establish large deviation principle for the strong solution of evolutionary p-Laplace equation driven by small multiplicative Brownian noise, where the weak convergence approach plays a key role. Moreover, by using…

Probability · Mathematics 2022-10-21 Kavin R , Ananta K Majee

The rotating shallow water model is a simplification of oceanic and atmospheric general circulation models that are used in many applications such as surge prediction, tsunami tracking and ocean modelling. In this paper we introduce a class…

Analysis of PDEs · Mathematics 2023-03-22 Oana Lang , Dan Crisan , Etienne Mémin

We consider a stochastic 2D Navier-Stokes equation in a bounded domain. The random force is assumed to be non-degenerate and periodic in time, its law has a support localised with respect to both time and space. Slightly strengthening the…

Probability · Mathematics 2022-05-10 Xuhui Peng , Lihu Xu

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

Probability · Mathematics 2012-04-05 Paul Dupuis , Konstantinos Spiliopoulos

This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with…

Probability · Mathematics 2022-07-15 Pedro Catuogno , André de Oliveira Gomes

We study the predictability of turbulent velocity signals using probabilistic analog-forecasting. Here, predictability is defined by the accuracy of forecasts and the associated uncertainties. We study the Gledzer--Ohkitani--Yamada (GOY)…

Extensive experimental evidence highlight that scalar turbulence exhibits anomalous diffusion and stronger intermittency levels at small scales compared to that in fluid turbulence. This renders the corresponding subgrid-scale dynamics…

Fluid Dynamics · Physics 2024-06-19 S. Hadi Seyedi , Ali Akhavan-Safaei , Mohsen Zayernouri

This paper presents a rigorous theoretical extension of the Smagorinsky model for turbulence simulations. The author builds on its fundamental framework, addressing known limitations, and making new mathematical advances. Specifically, this…

Fluid Dynamics · Physics 2024-11-19 Rômulo Damasclin Chaves dos Santos

We introduce a new shell model of turbulence which exhibits improved properties in comparison to the standard (and very popular) GOY model. The nonlinear coupling is chosen to minimize correlations between different shells. In particular…

The Kolmogorov scaling law of turbulences has been considered the most important theoretical breakthrough in the last century. It is an essential approach to analyze turbulence data present in meteorological, physical, chemical, biological…

Mathematical Physics · Physics 2007-05-23 W. Chen , H. B. Zhou

The large deviation principle is proved for a class of $L^2$-valued processes that arise from the coarse-graining of a random field. Coarse-grained processes of this kind form the basis of the analysis of local mean-field models in…

Mathematical Physics · Physics 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

This paper presents symmetry reduction for material stochastic Lagrangian systems with advected quantities whose configuration space is a Lie group. Such variational principles yield deterministic as well as stochastic constrained…

Mathematical Physics · Physics 2018-08-24 Xin Chen , Ana Bela Cruzeiro , Tudor S. Ratiu

In this paper, a probabilistic interpretation for the viscosity solution of a parabolic partial differential equation is obtained by virtue of the solution of a class of quadratic backward stochastic differential equations (BSDEs, for…

Probability · Mathematics 2022-09-21 Yufeng Shi , Jiaqiang Wen , Zhi Yang
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