Related papers: Large deviations for white-noise driven, nonlinear…
This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations.…
We establish a Freidlin-Wentzell type large deviation principle (LDP) for a class of stochastic partial differential equations with locally monotone coefficients driven by L\'evy noise. Our results essentially improve a recent work on this…
Within the framework of the AdS/CMT correspondence asymptotically anti-de Sitter black holes in four space-time dimensions can be used to analyse transport properties in two space dimensions. A non-linear renormalisation group equation for…
We prove a priori bounds for solutions of stochastic reaction diffusion equations with super-linear damping in the reaction term. These bounds provide a control on the supremum of solutions on any compact space-time set which only depends…
We study weighted Tikhonov regularization for large-scale linear discrete ill-posed problems with random noise. Under a polynomial upper-bound assumption on the generalized eigenvalues of the discrete forward operator, we derive stochastic…
We study large deviation upper bounds and mean-squared error (MSE) guarantees of a general framework of nonlinear stochastic gradient methods in the online setting, in the presence of heavy-tailed noise. Unlike existing works that rely on…
We prove strong rate resp. weak rate ${\mathcal O}(\tau)$ for a structure preserving temporal discretization (with $\tau$ the step size) of the stochastic Allen-Cahn equation with additive resp. multiplicative colored noise in $d=1,2,3$…
We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…
In Becker and Jentzen (2019) and Becker et al. (2017), an explicit temporal semi-discretization scheme and a space-time full-discretization scheme were, respectively, introduced and analyzed for the additive noise-driven stochastic…
This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…
The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…
We investigate the numerical approximation of the stochastic Allen--Cahn equation with multiplicative noise on a periodic domain. The considered scheme uses a recently proposed augmented variant of scalar auxiliary variable method for the…
A system of stochastic differential equations for the velocity and density of a classical self-gravitating matter is investigated by means of the field theoretic renormalization group. The existence of two types of large-scale scaling…
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…
Tikhonov regularization is studied in the case of linear pseudodifferential operator as the forward map and additive white Gaussian noise as the measurement error. The measurement model for an unknown function $u(x)$ is \begin{eqnarray*}…
The formalism recently introduced in arXiv:1610.08468 allows one to assign a regularity structure, as well as a corresponding "renormalisation group", to any subcritical system of semilinear stochastic PDEs. Under very mild additional…
We study an Allen-Cahn equation perturbed by a multiplicative stochastic noise which is white in time and correlated in space. Formally this equation approximates a stochastically forced mean curvature flow. We derive uniform energy bounds…
We investigate the evolution of non-linear density perturbations by taking into account the effects of deviations from spherical symmetry of a system. Starting from the standard spherical top hat model in which these effects are ignored, we…
In this article we consider a system of two Klein-Gordon equations, set on the $d$-dimensional box of size $L$, coupled through quadratic semilinear terms of strength $\varepsilon$ and evolving from well-prepared random initial data. We…