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We consider a diffusion equation in $\mathbb{R}^d$ with drift equal to the gradient of a homogeneous potential of degree $1+\gamma$, with $0<\gamma<1$, and local variance equal to $\varepsilon^2$ with $\varepsilon\to 0$. The associated…

Probability · Mathematics 2026-03-04 Paola Bermolen , Valeria Goicoechea , José R. León

We consider a random dynamical system obtained by switching between the flows generated by two smooth vector fields on the 2d-torus, with the random switchings happening according to a Poisson process. Assuming that the driving vector…

Dynamical Systems · Mathematics 2018-03-22 Yuri Bakhtin , Tobias Hurth , Sean D. Lawley , Jonathan C. Mattingly

We define a linear functional, the DOS functional, on spaces of holomorphic functions on the unit disk which is associated with random ergodic contraction operators on a Hilbert space, in analogy with the density of state functional for…

Mathematical Physics · Physics 2015-03-06 Alain Joye

In this paper we show a some new look at large deviation theorems from the viewpoint of the information-spectrum (IS) methods, which has been first exploited in information theory, and also demonstrate a new basic formula for the large…

Information Theory · Computer Science 2007-07-13 Te Sun Han

Variational principles for the rate distortion (RD) theory in lossy compression are formulated within the ambit of the generalized nonextensive statistics of Tsallis, for values of the nonextensivity parameter satisfying $ 0 < q < 1 $ and $…

Statistical Mechanics · Physics 2009-02-10 R. C. Venkatesan , A. Plastino

We consider the Lax-Oleinik operator $\mathcal{T}$ associated with the non-stationary Hamilton-Jacobi equation $\partial_tu + H(t,x,\partial_xu) = \alpha_0$ for a Tonelli Hamiltonian $H$ and its \Mane critical value $\alpha_0$. It is known…

Dynamical Systems · Mathematics 2025-03-21 Skander Charfi

The $3$-D primitive equations and incompressible Navier-Stokes equations with full hyper-viscosity and only horizontal hyper-viscosity are considered on the torus, i.e., the diffusion term $-\Delta$ is replaced by $-\Delta+…

Analysis of PDEs · Mathematics 2021-03-29 Amru Hussein

We consider a jump-diffusion process on a bounded domain with reflection at the boundary, and establish long-term results for a general additive process of its path. This includes the long-term behaviour of its occupation time in the…

Probability · Mathematics 2022-07-29 Lea Popovic , Giovanni Zoroddu

This note is an addendum to our earlier work \cite{humi}. In \cite{humi}, we studied a Hamiltonian action for a generalized Calabi-Yau manifold and showed that the Duistermaat-Heckman theorem holds. The purpose of this note is to show that…

Differential Geometry · Mathematics 2007-05-23 Yasufumi Nitta

In this paper two independent and unitarily invariant projection matrices P(N) and Q(N) are considered and the large deviation is proven for the eigenvalue density of all polynomials of them as the matrix size $N$ converges to infinity. The…

Operator Algebras · Mathematics 2007-05-23 F. Hiai , D. Petz

Diffusion processes are fundamental in modelling stochastic dynamics in natural sciences. Recently, simulating such processes on complicated geometries has found applications for example in biology, where toroidal data arises naturally when…

Probability · Mathematics 2019-06-25 Mathias Højgaard Jensen , Anton Mallasto , Stefan Sommer

We show convexity of solutions to a class of convex variational problems in the Gauss and in the Wiener space. An important tool in the proof is a representation formula for integral functionals in this infinite dimensional setting, that…

Analysis of PDEs · Mathematics 2012-05-29 Antonin Chambolle , Michael Goldman , Matteo Novaga

We prove large deviation principles for $\int_0^t \gamma(X_s)ds$, where $X$ is a $d$-dimensional self-similar Gaussian process and $\gamma(x)$ takes the form of the Dirac delta function $\delta(x)$, $|x|^{-\beta}$ with $\beta\in (0,d)$, or…

Probability · Mathematics 2020-01-22 Xiaoming Song

We develop a dynamical formulation of one-dimensional scattering theory where the reflection and transmission amplitudes for a general, possibly complex and energy-dependent, scattering potential are given as solutions of a set of dynamical…

Quantum Physics · Physics 2015-06-17 Ali Mostafazadeh

We discuss the fractional Leibniz rule for periodic functions on the $d$-dimensional torus, including the endpoint cases. As an application, we present a product estimate, involving distributions of negative regularities.

Classical Analysis and ODEs · Mathematics 2024-12-13 Árpád Bényi , Tadahiro Oh , Tengfei Zhao

We study the thermodynamic limit of random partition models for the instanton sum of 4D and 5D supersymmetric U(1) gauge theories deformed by some physical observables. The physical observables correspond to external potentials in the…

Mathematical Physics · Physics 2013-05-31 Kanehisa Takasaki , Toshio Nakatsu

We formulate dynamical rate equations for physical processes driven by a combination of diffusive growth, size fragmentation and fragment coagulation. Initially, we consider processes where coagulation is absent. In this case we solve the…

Statistical Mechanics · Physics 2007-05-23 Poul Olesen , Jesper Ferkinghoff-Borg , Mogens H. Jensen , Joachim Mathiesen

We derive the (d-dimensional) periodic incompressible and viscous Camassa-Holm equation as well as the Leray-alpha equations via a stochastic variational principle. We discuss the existence of solution for this equation in the space H1…

Probability · Mathematics 2016-05-05 Ana Bela Cruzeiro , Guoping Liu

In this paper, we investigate the uniform large deviation principle of the fractional stochastic reaction-diffusion equation on the entire space R^n as the noise intensity approaches zero. The nonlinear drift term is dissipative and has a…

Probability · Mathematics 2024-06-14 Bixiang Wang

The aim of this paper is twofold. - In the setting of RCD(K,$\infty$) metric measure spaces, we derive uniform gradient and Laplacian contraction estimates along solutions of the viscous approximation of the Hamilton--Jacobi equation. We…

Probability · Mathematics 2024-09-16 Nicola Gigli , Luca Tamanini , Dario Trevisan
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