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We study the dynamics of smooth interval maps with non-flat critical points. For every such a map that is topologically exact, we establish the full (level-2) Large Deviation Principle for empirical means. In particular, the Large Deviation…

Dynamical Systems · Mathematics 2019-07-19 Yong Moo Chung , Juan Rivera-Letelier , Hiroki Takahasi

We consider stochastic heat equations with fractional Laplacian on $\mathbb{R}^d$. Here, the driving noise is generalized Gaussian which is white in time but spatially homogenous and the spatial covariance is given by the Riesz kernels. We…

Probability · Mathematics 2015-10-13 Kunwoo Kim

In this paper we introduce a topology under which the pair empirical measure of a large class of random walks satisfies a strong Large Deviation principle. The definition of the topology is inspired by the recent article by Mukherjee and…

Probability · Mathematics 2026-01-06 Dirk Erhard , Julien Poisat

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

Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued H\"older spaces, we obtain a sharp Schauder estimate. As an application, the existence and uniqueness of solution to the…

Analysis of PDEs · Mathematics 2015-09-17 Kai Du , Jiakun Liu

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…

Probability · Mathematics 2015-02-18 Khaled Bahlali , Antoine Hakassou , Youssef Ouknine

We are dealing with the validity of a large deviation principle for the two-dimensional Navier-Stokes equation, with periodic boundary conditions, perturbed by a Gaussian random forcing. We are here interested in the regime where both the…

Probability · Mathematics 2016-03-09 Sandra Cerrai , Arnaud Debussche

We consider the $n$-point, fixed-time large deviations of the KPZ equation with the narrow wedge initial condition. The scope consists of concave-configured, upper-tail deviations and a wide range of scaling regimes that allows time to be…

Probability · Mathematics 2023-04-28 Yier Lin , Li-Cheng Tsai

The present paper aims to establish the local well-posedness of Euler's fluid equations on geometric rough paths. In particular, we consider the Euler equations for the incompressible flow of an ideal fluid whose Lagrangian transport…

Analysis of PDEs · Mathematics 2022-07-01 Dan Crisan , Darryl D. Holm , James-Michael Leahy , Torstein Nilssen

The Cotter-Holm Slice Model (CHSM) was introduced to study the behavior of whether and specifically the formulation of atmospheric fronts, whose prediction is fundamental in meteorology. Considered herein is the influence of stochastic…

Analysis of PDEs · Mathematics 2020-11-03 Lei Zhang , Yu Shi , Chaozhu Hu , Weifeng Wang , Bin Liu

We show how to use geometric arguments to prove that the terminal solution to a rough differential equation driven by a geometric rough path can be obtained by driving the same equation by a piecewise linear path. For this purpose, we…

Classical Analysis and ODEs · Mathematics 2022-02-01 Youness Boutaib

In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity…

Probability · Mathematics 2023-05-04 Lucio Galeati , Dejun Luo

Let $\sigma(u)$, $u\in \mathbb{R}$ be an ergodic stationary Markov chain, taking a finite number of values $a_1,...,a_m$, and $b(u)=g(\sigma(u))$, where $g$ is a bounded and measurable function. We consider the diffusion type process $$…

Probability · Mathematics 2011-08-24 P. Chigansky , R. Liptser

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

In this paper, we study the asymptotic behavior of randomly perturbed path-dependent stochastic differential equations with small parameter $\vartheta_{\varepsilon}$, when $\varepsilon \rightarrow 0$, $\vartheta_\varepsilon$ goes to $0$.…

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

Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron-Martin space under the flow of…

Probability · Mathematics 2019-09-05 Rama Cont , Alexander Kalinin

We consider the implicit Euler approximation of the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$. We show pathwise existence and uniqueness of solutions…

Numerical Analysis · Mathematics 2016-01-29 Daisuke Furihata , Fredrik Lindgren , Shuji Yoshikawa

We consider the Cahn-Hilliard equation, which models phase separation in binary fluids, on the two-dimen\-sional torus in the presence of advection by a given background shear flow, satisfying certain conditions and of sufficiently large…

Analysis of PDEs · Mathematics 2026-05-12 Yu Feng , Yuanyuan Feng , Anna L. Mazzucato , Xiaoqian Xu

In this article we review the ideas in Tsai (2018) toward proving the one-point, lower-tail large deviation principle for the Kardar--Parisi--Zhang equation.

Probability · Mathematics 2022-06-14 Li-Cheng Tsai

We demonstrate two examples of stochastic processes whose lifts to geometric rough paths require a renormalisation procedure to obtain convergence in rough path topologies. Our first example involves a physical Brownian motion subject to a…

Probability · Mathematics 2018-12-14 Yvain Bruned , Ilya Chevyrev , Peter K. Friz