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Within the Large Eddy Simulation framework, we propose a methodology based on the Lie theory to derive symmetry-preserving turbulence models. We apply this methodology to the incompressible Navier-Stokes equations.} These models explicitly…

Mathematical Physics · Physics 2026-01-28 Oscar Cosserat , Dina Razafindralandy , Can Selçuk

The large deviation principle is established for the distributions of a class of generalized stochastic porous media equations for both small noise and short time.

Probability · Mathematics 2007-05-23 Michael Röckner , Feng-Yu Wang , Liming Wu

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

Probability · Mathematics 2024-03-11 Wei Hong , Wei Liu , Luhan Yang

In this paper, we establish the large deviation principles for stochastic porous media equations driven by time-dependent multiplicative noise on $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, and the Laplacian replaced by a…

Probability · Mathematics 2023-04-06 Weina Wu , Jianliang Zhai

In this paper we establish the large deviation principle for the the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity both for small noise and for short time. The proof for large deviation principle is based on…

Probability · Mathematics 2020-06-01 Bingguang Chen , Xiangchan Zhu

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

Probability · Mathematics 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

In this paper, we establish the large deviation principle for 3D stochastic primitive equations with small perturbation multiplicative noise. The proof is mainly based on the weak convergence approach.

Probability · Mathematics 2016-06-14 Zhao Dong , Jianliang Zhai , Rangrang Zhang

We consider a stochastic wave equation in spatial dimension three, driven by a Gaussian noise, white in time and with a stationary spatial covariance. The free terms are nonlinear with Lipschitz continuous coefficients. Under suitable…

Probability · Mathematics 2010-01-29 Víctor Ortiz-López , Marta Sanz-Solé

We establish a large deviation principle (LDP) for a class of stochastic porous media equations driven by L\'{e}vy-type noise on a $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, with the Laplacian replaced by a negative definite…

Probability · Mathematics 2023-12-07 Weina Wu , Jianliang Zhai

In this paper, we established the Freidlin-Wentzell type large deviation principles for first-order scalar conservation laws perturbed by small multiplicative noise. Due to the lack of the viscous terms in the stochastic equations, the…

Probability · Mathematics 2020-03-24 Zhao Dong , Jiang-Lun Wu , Rangrang Zhang , Tusheng Zhang

In this paper we study a stochastic version of an inviscid shell model of turbulence with multiplicative noise. The deterministic counterpart of this model is quite general and includes inviscid GOY and Sabra shell models of turbulence. We…

Probability · Mathematics 2015-06-12 D. Barbato , F. Morandin

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

Probability · Mathematics 2007-05-23 F. Klebaner , R. Liptser

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

Statistics Theory · Mathematics 2010-02-24 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

We demonstrate the large deviation principle in the small noise limit for the three dimensional stochastic planetary geostrophic equations of large-scale ocean circulation. In this paper, we first prove the well-posedness of weak solutions…

Probability · Mathematics 2020-08-10 Bo You

We study large deviations in the Langevin dynamics, with damping of order $\e^{-1}$ and noise of order $1$, as $\e\downarrow 0$. The damping coefficient is assumed to be state dependent. We proceed first with a change of time and then, we…

Probability · Mathematics 2015-09-30 Sandra Cerrai , Mark Freidlin

We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and…

Probability · Mathematics 2016-07-05 Mohammud Foondun , Leila Setayeshgar

This work is concerned with Freidlin-Wentzell type large deviation principle for a family of multi-scale quasilinear and semilinear stochastic partial differential equations. Employing the weak convergence method and Khasminskii's time…

Probability · Mathematics 2021-08-23 Wei Hong , Shihu Li , Wei Liu

In this paper, we establish a large deviation principle for 2D stochastic Chemotaxis-Navier-Stokes equation perturbed by a small multiplicative noise. The main difficulties come from the lack of a suitable compact embedding into the space…

Probability · Mathematics 2024-06-25 Yunfeng Chen , Xuhui Peng , Jianliang Zhai

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 $D\subset {\mathbb R}^d$…

Probability · Mathematics 2020-10-28 Leila Setayeshgar

In this article, well-posedness of stochastic anisotropic $p$-Laplace equation driven by L\'evy noise is shown. Such an equation in deterministic setting was considered by Lions [7]. The results obtained in this article can be applied to…

Probability · Mathematics 2022-02-08 Neelima