Related papers: Large deviations for stochastic models of two-dime…
In this note, we prove the large deviation principle for the 2D-fractional stochastic Navier-Stokes equation on the torus under the dissipation order $ \alpha \in [\frac43, 2]$.
Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…
In this paper, we establish a large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise. The main difficulties come from the highly non-linear coefficient. Here we adopt a new sufficient…
We establish the large deviation principle for stochastic differential equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.
The stochastics two-layer quasi-geostrophic flow model is an intermediate system between the single-layer two dimensional barotropic flow model and the continuously stratified three dimensional baroclinic flow model. This model is widely…
This paper concerns a diffuse interface model for the flow of two incompressible viscoelastic fluids in a bounded domain. More specifically, the fluids are assumed to be macroscopically immiscible, but with a small transition region, where…
We consider a stochastic 2D Navier-Stokes equation in a bounded domain. The random force is assumed to be non-degenerate and periodic in time, its law has a support localised with respect to both time and space. Slightly strengthening the…
In this paper we establish the large deviation principle for the stochastic quasi-geostrophic equation in the subcritical case with small multiplicative noise. The proof is mainly based on the stochastic control and weak convergence…
In this paper we discuss the MHD flow of a second grade fluid, in particular we prove the existence and uniqueness of a weak solution of a time-dependent grade two fluid model in a two-dimensional Lipschitz domain. We follow the methodology…
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.
We prove existence of weak solutions for a diffuse interface model for the flow of two viscous incompressible Newtonian fluids with different densities in a bounded domain in two and three space dimensions. In contrast to previous works, we…
We investigate large deviations for a family of conservative stochastic PDEs (conservation laws) in the asymptotic of jointly vanishing noise and viscosity. We obtain a first large deviations principle in a space of Young measures. The…
In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…
We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…
A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…
This paper is concerned with the large deviation principle of the stochastic reaction-diffusion lattice systems defined on the N-dimensional integer set, where the nonlinear drift term is locally Lipschitz continuous with polynomial growth…
Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…
In this paper, we present sufficient conditions and criteria to establish the large and moderate deviation principle of multivalued McKean-Vlasov stochastic differential equation by means of the weak convergence method.
In this paper, using Zvonkin type transform, the large deviation principle is proved for stochastic differential equations with Dini continuous drifts, where the existed methods for large deviation principle are unavailable. The method and…
These are lecture notes for a Master 2 course on rough differential equations driven by weak geometric Holder p-rough paths, for any p>2. They provide a short, self-contained and pedagogical account of the theory, with an emphasis on flows.…