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Deterministic closures for coarse-grained turbulence models help reproduce mean statistics, but often fail to capture the finite-time growth of uncertainty. Using the framework of shell models as a quantitative multi-scale testbed, we…

We show that, at low inertia and large elasticity, shell models of viscoelastic fluids develop a chaotic behaviour with properties similar to those of elastic turbulence. The low dimensionality of shell models allows us to explore a wide…

Fluid Dynamics · Physics 2016-03-08 Samriddhi Sankar Ray , Dario Vincenzi

We prove a large deviation principle result for solutions of abstract stochastic evolution equations perturbed by small Levy noise. We use general large deviations theorems of Varadhan and Bryc, viscosity solutions of integro-partial…

Probability · Mathematics 2010-03-09 Andrzej Swiech , Jerzy Zabczyk

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

Intermittency is one of central obstacles for understanding small-scale dynamics in the fully developed hydrodynamic turbulence. The modern approach is largely based on the multifractal theory of Parisi and Frisch which is, however,…

Fluid Dynamics · Physics 2023-05-12 Alexei A. Mailybaev

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

Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…

Probability · Mathematics 2014-04-08 Yunjiao Hu , Guangqiang Lan

We study the motion of a particle in a random time-dependent vector field defined by the 2D Navier-Stokes system with a noise. Under suitable non-degeneracy hypotheses we prove that the empirical measures of the trajectories of the pair…

Mathematical Physics · Physics 2019-02-12 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

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

We establish a comprehensive sample path large deviation principle (LDP) for log-processes associated with multivariate time-inhomogeneous stochastic volatility models. Examples of models for which the new LDP holds include Gaussian models,…

Probability · Mathematics 2022-11-15 Archil Gulisashvili

This paper is concerned with the large deviation principle of the stochastic reaction-diffusion lattice systems defined on the N-dimensional integer set, where the nonlinear drift term is locally Lipschitz continuous with polynomial growth…

Dynamical Systems · Mathematics 2023-05-12 Bixiang Wang

We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…

Mathematical Physics · Physics 2020-05-18 Nir Gavish , Pierre Nyquist , Mark Peletier

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

We study analytically the development of gravitational instability in an expanding shell having finite thickness. We consider three models for the radial density profile of the shell: (i) an analytic uniform-density model, (ii) a…

Astrophysics of Galaxies · Physics 2015-05-19 Richard Wunsch , James E. Dale , Jan Palous , Anthony P. Whitworth

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

Probability · Mathematics 2022-10-19 Christian Hirsch , Takashi Owada

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

Energy dynamics calculations in a 3D fluid simulation of drift wave turbulence in the linear Large Plasma Device (LAPD) [W. Gekelman et al., Rev. Sci. Inst. 62, 2875 (1991)] illuminate processes that drive and dissipate the turbulence.…

Plasma Physics · Physics 2013-01-07 B. Friedman , T. A. Carter , M. V. Umansky , D. Schaffner , B. Dudson

We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon}…

Probability · Mathematics 2024-12-02 Rui Bai , Chunrong Feng , Huaizhong Zhao

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

We consider equilibrium statistics for high Reynolds number isotropic turbulence in an incompressible flow driven by steady forcing at the largest scale. Motivated by shell model observations, we develop a similarity theory for the inertial…

Fluid Dynamics · Physics 2007-05-23 Mogens V. Melander , Bruce R. Fabijonas