Related papers: Large Deviations estimates for some non-local equa…

Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…

We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples…

We demonstrate the large deviation principle in the small noise limit for the mild solution of stochastic evolution equations with monotone nonlinearity. A recently developed method, weak convergent method, has been employed in studying the…

We consider nonlocal operators of the form \begin{equation*} L_t u(x) = \int_{\mathbb{R}^d} \left( u(x+y)-u(x)-\nabla u(x)\cdot y^{(\sigma)} \right) \nu_t(dy), \end{equation*} where $\nu_t$ is a general L\'evy measure of order $\sigma…

In this paper, we study the large-time behavior of solutions to a class of partially dissipative linear hyperbolic systems with applications in velocity-jump processes in several dimensions. Given integers $n,d\ge 1$, let $\mathbf…

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 $D\subset {\mathbb R}^d$…

In this paper, we establish $L_p$ estimates and solvability for time fractional divergence form parabolic equations in the whole space when leading coefficients are merely measurable in one spatial variable and locally have small mean…

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…

Computable estimates for the error of finite element discretisations of parabolic problems in the $L^\infty(0,T; L^2)$ norm are developed, which exhibit constant effectivities (the ratio of the estimated error to the true error) with…

We construct an unbiased estimator for function value evaluated at the solution of a partial differential equation with random coefficients. We show that the variance and expected computational cost of our estimator are finite and our…

We give sufficient conditions under which solutions of finite-difference schemes in the space variable for second order possibly degenerate parabolic and elliptic equations admit estimates of spatial derivatives up to any given order…

We investigate the propagation of initial value perturbations along the solution of a linear ordinary differential equation \( y'(t) = Ay(t) \). This propagation is analyzed using the relative error rather than the absolute error. Our focus…

This paper presents precise large deviation estimates for solutions to stochastic fixed point equations of the type V =_d f(V), where f(v) = Av + g(v) for a random function g(v) = o(v) a.s. as v tends to infinity. Specifically, we provide…

We consider the parabolic Lam\'{e} system on a bounded domain. We focus on two types of inequalities for higher-order derivatives of solutions. The first is related to an $L^p$-$L^p$ estimate locally in time in the Lebesgue space setting,…

We obtain sharp parabolic interior and global Schauder estimates for solutions to nonlocal space-time master equations $(\partial_t +L)^su = f$ in $\mathbb{R} \times \Omega$, where $L$ is an elliptic operator in divergence form, subject to…

Let $(N, g)$ be a complete noncompact Riemannian manifold with Ricci curvature bounded from below. In this paper, we study the gradient estimates of positive solutions to a class of nonlinear elliptic equations $$\Delta u(x)+a(x)u(x)\log…

The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and…

Some uniform decay estimates are established for solutions of the following type of retarded integral inequalities: $$y(t)\leq E(t,\tau)||y_\tau||+\int_\tau^t K_1(t,s)||y_s||ds+\int_t^\infty K_2(t,s)||y_s||ds+\rho, \hspace{0.5cm}…

Based on a comparison principle, we derive an exponential rate of convergence for solutions to the initial-boundary value problem for a class of quasilinear parabolic equations in one space dimension. We then apply the result to some models…

We suggest a modification of the estimate for weighted Sobolev norms of solutions of parabolic equations such that the matrix of the higher order coefficients is included into the weight for the gradient. More precisely, we found the upper…