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In this paper, we consider a stochastic model of incompressible second grade fluids on a bounded domain of R^2 driven by linear multiplicative Brownian noise with anticipating initial conditions. The existence and uniqueness of the…

Probability · Mathematics 2017-06-21 Shijie Shang

This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a…

Probability · Mathematics 2025-12-12 Huijie Qiao

In this paper, we present a sufficient condition for the large deviation criteria of Budhiraja, Dupuis and Maroulas for functionals of Brownian motions. We then establish a large deviation principle for obstacle problems of quasi-linear…

Probability · Mathematics 2017-12-07 Anis Matoussi , Wissal Sabbagh , Tusheng Zhang

We introduce second-gradient models for incompressible viscous fluids, building on the framework introduced by Fried and Gurtin. We propose a new and simple constitutive relation for the hyperpressure to ensure that the models are both…

Analysis of PDEs · Mathematics 2026-03-25 C. Balitactac , C. Rodriguez

This work focuses on multivalued stochastic differential equations with jumps. First, by employing the weak convergence approach, we establish the Freidlin-Wentzell uniform large deviation principle and the Dembo-Zeitouni uniform large…

Probability · Mathematics 2025-12-23 Huijie Qiao

We study the limit of the stochastic model for two dimensional second grade fluids subjected to the periodic boundary conditions as the stress modulus tends to zero. We show that under suitable conditions on the data the whole sequence of…

Analysis of PDEs · Mathematics 2014-08-12 Paul Razafimandimby , Mamadou Sango

We prove existence of weak solutions for a diffuse interface model for the flow of two viscous incompressible Newtonian fluids in a bounded domain in two and three space dimensions. In contrast to previous works, we study a new model…

Analysis of PDEs · Mathematics 2015-06-03 Helmut Abels , Daniel Depner , Harald Garcke

We deal with a class of abstract nonlinear stochastic models, which covers many 2D hydrodynamical models including 2D Navier-Stokes equations, 2D MHD models and 2D magnetic B\'enard problem and also some shell models of turbulence. We first…

Probability · Mathematics 2011-12-15 Igor Chueshov , Annie Millet

A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-dimensional stochastic Burgers equation with small noise and…

Probability · Mathematics 2020-03-10 Xiaobin Sun , Ran Wang , Lihu Xu , Xue Yang

The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and…

Probability · Mathematics 2007-05-23 Zongxia Liang

In this paper, we prove a central limit theorem and establish a moderate deviation principle for 2D stochastic hydrodynamical type systems with multiplicative noise in unbounded domains, which covers 2D Navier-Stokes equations, 2D MHD…

Probability · Mathematics 2016-02-16 Juan Yang , Jianliang Zhai

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…

Probability · Mathematics 2021-10-14 Jian Wang , Hao Yang , Jianliang Zhai , Tusheng Zhang

We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classical Wentzel--Freidlin theorem, but under the considerably…

Probability · Mathematics 2016-07-14 Alexei Kulik , Daryna Sobolieva

Two-phase flow of two Newtonian incompressible viscous fluids with a soluble surfactant and different densities of the fluids can be modeled within the diffuse interface approach. We consider a Navier-Stokes/Cahn-Hilliard type system…

Analysis of PDEs · Mathematics 2017-10-10 Helmut Abels , Harald Garcke , Josef Weber

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Probability · Mathematics 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

In this contribution we present the first formulation of a heterogeneous multiscale method for an incompressible immiscible two-phase flow system with degenerate permeabilities. The method is in a general formulation which includes…

Numerical Analysis · Mathematics 2014-11-24 Patrick Henning , Mario Ohlberger , Ben Schweizer

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

In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an important role.

Probability · Mathematics 2024-03-05 Zdzisław Brzeźniak , Qi Li , Tusheng Zhang

This article develops the viscosity solution approach to the large deviation principle for the following two- and three-dimensional stochastic convective Brinkman-Forchheimer equations on the torus $\mathbb{T}^d,\ d\in\{2,3\}$ with small…

Probability · Mathematics 2025-10-02 Sagar Gautam , Manil T. Mohan

In this paper, we consider a kind of fully coupled slow fast motion, in which the slow variable satisfies the non Lipschitz condition. We prove that the stochastic flow of the slow variable exists and moreover, satisfies the large deviation…

Probability · Mathematics 2024-09-20 Mingkun Ye , Zuozheng Zhang