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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

Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…

Probability · Mathematics 2013-05-28 Sunder Sethuraman , S. R. S. Varadhan

We establish the large deviations principle (LDP) and the moderate deviations principle (MDP) and an almost sure version of the central limit theorem (CLT) for the stochastic 3D viscous primitive equations driven by a multiplicative white…

Probability · Mathematics 2020-10-27 Jakub Slavík

A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…

Probability · Mathematics 2014-10-17 Markus Fischer

We prove the small-noise large deviation principle (LDP) for stochastic evolution equations in an $L^2$-setting. As the coefficients are allowed to be non-coercive, our framework encompasses a much broader scope than variational settings.…

Probability · Mathematics 2025-12-23 Esmée Theewis

Symmetries and conservation laws are studied for two classes of physically and analytically interesting radial wave equations with power nonlinearities in multi-dimensions. The results consist of two main classifications: all symmetries of…

Mathematical Physics · Physics 2015-05-30 Stephen C. Anco , Steven A. MacNaughton , Thomas Wolf

We establish the large deviation principle for stochastic differential equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.

Probability · Mathematics 2013-06-11 Alexander Yu. Veretennikov

In this paper we consider the Lagrangian Averaged Navier-Stokes Equations, also known as, LANS-$\alpha$ Navier-Stokes model on the two dimensional torus. We assume that the noise is a cylindrical Wiener process and its coefficient is…

Analysis of PDEs · Mathematics 2021-07-27 Z. I. Ali , P. A. Razafimandimby , T. A. Tegegn

The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

Statistical Mechanics · Physics 2012-03-01 Hugo Touchette

We study the nonlinear wave equation for arbitrary function with fourth order dissipation. A special case that is analysed exclusively is the model of nerve membranes; we consider this model, both, in the presence and absence of the fourth…

Exactly Solvable and Integrable Systems · Physics 2025-03-21 Ali Raza , F M Mahomed , F D Zaman , A H Kara

In this paper, we consider Fredlin-Wentzell type large deviation principle (LDP) of multidimensional reflected stochastic partial differential equations in a convex domain, allowing for oblique direction of reflection. To prove the LDP, a…

Probability · Mathematics 2023-04-03 Hong Shaopeng , Liu Xiangdong

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

Probability · Mathematics 2024-07-23 Yawen Liu , Huijie Qiao

We consider the Cauchy problem for a degenerate fractional conservation laws driven by a noise. In particular, making use of an adapted kinetic formulation, a result of existence and uniqueness of solution is established. Moreover, a…

Analysis of PDEs · Mathematics 2021-09-27 Abhishek Chaudhary

We introduce a kinetic formulation for scalar conservation laws with nonlocal and nonlinear diffusion terms. We deal with merely L 1 initial data, general self-adjoint pure jump L{\'e}vy operators, and locally Lipschitz nonlinearities of…

Analysis of PDEs · Mathematics 2019-10-22 Nathaël Alibaud , Boris Andreianov , Adama Ouedraogo

We consider the damped nonlinear wave (NLW) equation driven by a spatially regular white noise. Assuming that the noise is non-degenerate in all Fourier modes, we establish a large deviations principle (LDP) for the occupation measures of…

Analysis of PDEs · Mathematics 2015-05-15 Davit Martirosyan , Vahagn Nersesyan

The goal of this paper is to study the Moderate Deviation Principle (MDP) for a system of stochastic reaction-diffusion equations with a time-scale separation in slow and fast components and small noise in the slow component. Based on weak…

Probability · Mathematics 2022-02-03 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

The conservation laws for a class of nonlinear equations with variable coefficients on discrete and noncommutative spaces are derived. For discrete models the conserved charges are constructed explicitly. The applications of the general…

Mathematical Physics · Physics 2007-05-23 M. Klimek

We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…

Mathematical Physics · Physics 2019-06-28 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

Using a weak convergence approach, we prove a LPD for the solution of 2D stochastic Navier Stokes equations when the viscosity converges to 0 and the noise intensity is multiplied by the square root of the viscosity. Unlike previous results…

Probability · Mathematics 2012-08-09 Hakima Bessaih , Annie Millet

We consider the symmetric simple exclusion with open boundaries that are in contact with particle reservoirs at different densities. The reservoir densities changes at a slower time scale with respect to the natural time scale the system…

Probability · Mathematics 2019-04-30 Anna De Masi , Stefano Olla