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This paper proposes a fully discrete method called the symplectic dG full discretization for stochastic Maxwell equations driven by additive noises, based on a stochastic symplectic method in time and a discontinuous Galerkin (dG) method…

Numerical Analysis · Mathematics 2020-09-22 Chuchu Chen

The present paper is devoted to the large deviation principle (LDP), with particular emphasis on the regularity of the quasi-potential for densities of stationary and quasi-stationary distributions of randomly perturbed dynamical systems.…

Dynamical Systems · Mathematics 2025-06-24 Chenchen Mou , Weiwei Qi , Zhongwei Shen , Yingfei Yi

A framework of variational principles for stochastic fluid dynamics was presented by Holm (2015), and these stochastic equations were also derived by Cotter et al. (2017). We present a conforming finite element discretisation for the…

Numerical Analysis · Mathematics 2018-10-31 Thomas M. Bendall , Colin J. Cotter

We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighborhoods of a stable equilibrium. The moderate deviation…

Probability · Mathematics 2023-10-24 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

A moderate deviations principle for the law of a stochastic Burgers equation is proved via the weak convergence approach. In addition, some useful estimates toward a central limit theorem are established.

Probability · Mathematics 2020-01-17 Rachid Belfadli , Lahcen Boulanba , Mohamed Mellouk

We study the cubic weakly nonlinear Schr\"odinger equation with randomized spatially quasi-periodic initial data in higher dimensions. Under a polynomial decay assumption in Fourier space, we establish a {\em Large Deviations Principle} for…

Probability · Mathematics 2026-04-21 Fei Xu , Yong Li

We prove here the validity of a large deviation principle for the family of invariant measures associated to a two dimensional Navier-Stokes equation on a torus, perturbed by a smooth additive noise.

Probability · Mathematics 2015-09-02 Zdzislaw Brzezniak , Sandra Cerrai

We consider the stationary problem for the quasi-geostrophic equation with the critical and super-critical dissipation and prove the unique existence of small solutions for given small external force in the scaling critical Sobolev spaces…

Analysis of PDEs · Mathematics 2025-03-17 Mikihiro Fujii

In this paper, we establish a moderate deviation principle for two-dimensional stochastic Navier-Stokes equations driven by multiplicative $L\acute{e}vy$ noises. The weak convergence method introduced by Budhiraja, Dupuis and Ganguly in…

Probability · Mathematics 2015-05-19 Zhao Dong , Jie Xiong , Jianliang Zhai , Tusheng Zhang

We consider the one-dimensional stochastic heat and wave equations driven by Gaussian noises with constant initial conditions. We study the spatial average of the solutions on an interval of length $R$ and show that the family of laws of…

Probability · Mathematics 2025-08-05 Masahisa Ebina

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

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

Probability · Mathematics 2011-04-22 Benjamin Gess

We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The…

Probability · Mathematics 2018-03-28 Sayan Banerjee , Amarjit Budhiraja , Michael Perlmutter

Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…

Probability · Mathematics 2024-12-24 Xinying Deng , Yong Li , Xue Yang

In this paper, we establish the Freidlin-Wentzell type large deviation principles for porous medium-type equations perturbed by small multiplicative noise. The porous medium operator $\Delta (|u|^{m-1}u)$ is allowed. Our proof is based on…

Probability · Mathematics 2020-04-01 Rangrang Zhang

The initial value problem for the two dimensional dissipative quasi-geostrophic equation of the critical and the supercritical cases is considered. Anomalous diffusion on this equation provides slow decay of solutions as the spatial…

Analysis of PDEs · Mathematics 2026-04-29 Masakazu Yamamoto , Yuusuke Sugiyama

Since the pioneering works of Jakobson and Benedicks & Carleson and others, it has been known that a positive measure set of quadratic maps admit invariant probability measures absolutely continuous with respect to Lebesgue. These measures…

Dynamical Systems · Mathematics 2015-05-28 Yong Moo Chung , Hiroki Takahasi

In this paper, we study a large deviation principle for the solution of a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator.

Probability · Mathematics 2024-03-08 Abdoulaye Soumana Hima , Ibrahim Dakaou

In this paper, we establish a small time large deviation principle (small time asymptotics) for the dynamical $\Phi^4_1$ model, which not only involves study of the space-time white noise with intensity $\sqrt{\varepsilon}$, but also the…

Probability · Mathematics 2019-10-09 Bingguang Chen , Xiangchan Zhu

We consider the generalized almost periodic homogenization problem for two different types of stochastic conservation laws with oscillatory coefficients and multiplicative noise. In both cases the stochastic perturbations are such that the…

Analysis of PDEs · Mathematics 2022-07-08 Hermano Frid , Kenneth H. Karlsen , Daniel Marroquin
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