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In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small noise large deviation principle, a large deviation for short…

Probability · Mathematics 2023-03-27 Ping Chen , Jianliang Zhai

We present results from a numerical study of particle dispersion in the weakly nonlinear regime of Rayleigh-B\'enard convection of a fluid with Prandtl number around unity, where bi-stability between ideal straight convection rolls and weak…

Fluid Dynamics · Physics 2016-06-29 Simon Schütz , Eberhard Bodenschatz

Through the Ginzburg-Landau and the Navier-Stokes equations, we study turbulence phenomena for viscous incompressible and compressible fluids by a second order phase transition. For this model, the velocity is defined by the sum of…

Fluid Dynamics · Physics 2019-12-30 Mauro Fabrizio

We study the validity of a large deviation principle for a class of stochastic nonlinear damped wave equations, of Klein-Gordon type, in the joint small mass and small noise limit. The friction term is assumed to be state dependent.

Probability · Mathematics 2022-08-30 Sandra Cerrai , Mengzi Xie

We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…

Probability · Mathematics 2020-06-18 Amarjit Budhiraja , Xiaoming Song

This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a…

Probability · Mathematics 2025-12-12 Huijie Qiao

We establish a large deviation principle (LDP) for a class of stochastic porous media equations driven by L\'{e}vy-type noise on a $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, with the Laplacian replaced by a negative definite…

Probability · Mathematics 2023-12-07 Weina Wu , Jianliang Zhai

Aims. This series of papers aims at building a new formalism specifically tailored to study the impact of turbulence on the global modes of oscillation in solar-like stars. This first paper aims at deriving a linear wave equation that…

Solar and Stellar Astrophysics · Physics 2021-12-08 J. Philidet , K. Belkacem , M. -J. Goupil

In this note, we prove the Freidlin-Wentzell's large deviation principle for BSDEs with one-sided reflection.

Probability · Mathematics 2011-12-01 Liangquan Zhang

A mean-field approach (filtering out subgrid scales) is applied to the Boltzmann equation in order to derive a subgrid turbulence model based on kinetic theory. It is demonstrated that the only Smagorinsky type model which survives in the…

Statistical Mechanics · Physics 2007-05-23 Santosh Ansumali , Iliya V. Karlin , Sauro Succi

A stochastic wavevector approach is formulated to accurately represent compressible turbulence subject to rapid deformations. This approach is inspired by the incompressible particle representation model of Kassinos (1995) and preserves the…

Fluid Dynamics · Physics 2025-01-30 Noah Zambrano , Karthik Duraisamy

In this paper, we establish a large deviation principle for 2D stochastic Chemotaxis-Navier-Stokes equation perturbed by a small multiplicative noise. The main difficulties come from the lack of a suitable compact embedding into the space…

Probability · Mathematics 2024-06-25 Yunfeng Chen , Xuhui Peng , Jianliang Zhai

The large deviation principle in the small noise limit is derived for solutions of possibly degenerate It\^o stochastic differential equations with predictable coefficients, which may depend also on the large deviation parameter. The result…

Probability · Mathematics 2015-01-06 Alberto Chiarini , Markus Fischer

We analyze the phenomenon of spontaneous stochasticity in fluid dynamics formulated as the nonuniqueness of solutions resulting from viscosity at infinitesimal scales acting through intermediate on large scales of the flow. We study the…

Fluid Dynamics · Physics 2016-01-18 Alexei A. Mailybaev

We calculate static solutions of the 'GOY' shell model of turbulence and do a linear stability analysis. The asymptotic limit of large Reynolds numbers is analyzed. A phase diagram is presented which shows the range of stability of the…

chao-dyn · Physics 2015-06-24 Norbert Schörghofer , Leo Kadanoff , Detlef Lohse

We combine hydrodynamic and modulated energy techniques to study the large deviations of systems of particles with pairwise singular repulsive interactions and additive noise. Specifically, we examine periodic Riesz interactions indexed by…

Probability · Mathematics 2024-08-20 Elias Hess-Childs

We provide a rigorous justification of various kinetic regimes exhibited by the nonlinear Schr\"{o}dinger equation with an additive stochastic forcing and a viscous dissipation. The importance of such damped-driven models stems from their…

Analysis of PDEs · Mathematics 2026-02-19 Ricardo Grande , Zaher Hani

We use recently introduced notion of stochastic soliton lattice for quantitative description of soliton turbulence. We consider the stochastic soliton lattice on a special band-gap scaling of the spectral surface of genus $N$ so that the…

Exactly Solvable and Integrable Systems · Physics 2009-10-31 Gennady A. El , Alexander L. Krylov , Stanislav A. Molchanov , Stephanos Venakides

The aim of this paper is threefold. Firstly, we prove the existence and the uniqueness of a global strong (in both the probabilistic and the PDE senses) $\mathrm{H}^{1}_2$-valued solution to the 2D stochastic Navier-Stokes equations (SNSEs)…

Probability · Mathematics 2021-10-06 Zdzislaw Brzezniak , Xuhui Peng , Jianliang Zhai

This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be…

Probability · Mathematics 2021-02-23 Shihu Li , Wei Liu , Yingchao Xie