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In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by L\'evy noise. Monotonicity arguments have been exploited in the proofs. We then formulate a martingale…

Probability · Mathematics 2017-06-19 Pooja Agarwal , Utpal Manna , Debopriya Mukherjee

For overdamped Langevin systems subjected to weak thermal noise and nonconservative forces, we establish a connection between Freidlin-Wentzell large deviations theory and stochastic thermodynamics. First, we derive a series expansion of…

Statistical Mechanics · Physics 2024-09-13 Davide Santolin , Nahuel Freitas , Massimiliano Esposito , Gianmaria Falasco

We consider a generic Hamiltonian system of nonlinear interacting waves with 3-wave interactions. In the kinetic regime of wave turbulence, which assumes weak nonlinearity and large system size, the relevant observable associated with the…

Statistical Mechanics · Physics 2022-09-07 Jules Guioth , Freddy Bouchet , Gregory L. Eyink

We prove the large deviation principle for the law of the solutions to a class of parabolic semilinear stochastic partial differential equations driven by multiplicative noise, in $C\big([0,T]:L^\rho(D)\big)$, where $D\subset {\mathbb R}^d$…

Probability · Mathematics 2020-10-28 Leila Setayeshgar

We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs…

Probability · Mathematics 2024-08-13 Qiao Huang , Wei Wei , Jinqiao Duan

The stochastics two-layer quasi-geostrophic flow model is an intermediate system between the single-layer two dimensional barotropic flow model and the continuously stratified three dimensional baroclinic flow model. This model is widely…

Dynamical Systems · Mathematics 2008-10-17 Aijun Du , Jinqiao Duan , Hongjun Gao

Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…

Probability · Mathematics 2016-04-18 Amarjit Budhiraja , Pierre Nyquist

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

Analysis of PDEs · Mathematics 2025-12-16 Agus L. Soenjaya , Thanh Tran

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

This work concerns about stochastic Burgers type equations with reflection. First of all, by means of the equicontinuous uniform Laplace principle, we prove the Freidlin-Wentzell uniform large deviation principle for these equations…

Probability · Mathematics 2025-06-19 Huijie Qiao

We provide a unified treatment of pathwise Large and Moderate deviations principles for a general class of multidimensional stochastic Volterra equations with singular kernels, not necessarily of convolution form. Our methodology is based…

Probability · Mathematics 2022-04-15 Antoine Jacquier , Alexandre Pannier

In this paper, we established a large deviation principle for stochastic models of incompressible second grade fluids. The weak convergence method introduced by \cite{Budhiraja-Dupuis} plays an important role.

Probability · Mathematics 2015-06-04 Jianliang Zhai , Tusheng Zhang

We consider stochastic wave map equation on real line with solutions taking values in a $d$-dimensional compact Riemannian manifold. We show first that this equation has unique, global, strong in PDE sense, solution in local Sobolev spaces.…

Probability · Mathematics 2021-10-26 Zdzisław Brzeźniak , Ben Goldys , Martin Ondreját , Nimit Rana

We study large deviations in the Langevin dynamics, with damping of order $\e^{-1}$ and noise of order $1$, as $\e\downarrow 0$. The damping coefficient is assumed to be state dependent. We proceed first with a change of time and then, we…

Probability · Mathematics 2015-09-30 Sandra Cerrai , Mark Freidlin

We review the main properties of shell models for magnetohydrodynamic (MHD) turbulence. After a brief account on shell models with nearest neighbour interactions, the paper focuses on the most recent results concerning dynamical properties…

Chaotic Dynamics · Physics 2007-05-23 Paolo Giuliani

We investigate the GOY shell model within the scenario of a critical dimension in fully developed turbulence. By changing the conserved quantities, one can continuously vary an ``effective dimension'' between $d=2$ and $d=3$. We identify a…

Chaotic Dynamics · Physics 2009-11-07 Paolo Giuliani , Mogens H. Jensen , Victor Yakhot

We consider stochastic inviscid dyadic models with energy-preserving noise. It is shown that the models admit weak solutions which are unique in law. Under a certain scaling limit of the noise, the stochastic models converge weakly to a…

Probability · Mathematics 2023-05-04 Dejun Luo , Danli Wang

We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…

Statistical Mechanics · Physics 2012-06-05 Freddy Bouchet , Hugo Touchette

We prove the small-noise large deviation principle for the three-dimensional primitive equations with transport noise and turbulent pressure. Transport noise is important for geophysical fluid dynamics applications, as it takes into account…

Probability · Mathematics 2025-12-23 Antonio Agresti , Esmée Theewis
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