Related papers: Moderate deviations for stochastic models of two-d…
We obtain some important fundamental inequalities concerning the long time behavior of high order derivatives for solutions of some dissipative systems in terms of their $L^2$ algebraic decay. Some of these inequalities have not been…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
We prove that there exists a~large-data and global-in-time weak solution to a~system of partial differential equations describing an unsteady flow of an incompressible heat-conducting rate-type viscoelastic stress-diffusive fluid filling up…
Using a weak convergence approach, we establish a Large Deviation Principle (LDP) for the solutions of fluid dynamic systems in two-dimensional bounded domains subjected to no-slip boundary conditions and perturbed by additive noise. Our…
We present an efficient finite difference method for the approximation of second derivatives, with respect to system parameters, of expectations for a class of discrete stochastic chemical reaction networks. The method uses a coupling of…
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…
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…
Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type stochastic differential equations, which extend from the…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We provide new bounds for the rate of convergence of the multivariate Central Limit Theorem in Wasserstein distances of order $p \geq 2$. In particular, we obtain what we conjecture to be the asymptotically optimal rate whenever the density…
An estimate of the order of approximation in the central limit theorem for strictly stationary associated random variables with finite moments of order q > 2 is obtained. A moderate deviation result is also obtained. We have a refinement of…
An inviscid two-dimensional fluid model with nonlinear dispersion that arises simultaneously in coarse-grained descriptions of the dynamics of the Euler equation and in the description of non-Newtonian fluids of second grade is considered.…
We consider a two-dimensional MHD model describing the evolution of viscous, compressible and electrically conducting fluids under the action of vertical magnetic field without resistivity. Existence of global weak solutions is established…
Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…
We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…
We derive moment estimates and a strong limit theorem for space inverses of stochastic flows generated by jump SDEs with adapted coefficients in weighted H\"older norms using the Sobolev embedding theorem and the change of variable formula.…
We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…
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…
In this paper, we propose a new approach to prove stability of non-linear discrete-time systems. After introducing the new concept of stability contractor, we show that the interval centred form plays a fundamental role in this context and…
We perform successive umbrella sampling grand canonical Monte Carlo computer simulations of the original ST2 model of water in the vicinity of the proposed liquid-liquid critical point, at temperatures above and below the critical…