Related papers: Moderate deviations for stochastic models of two-d…

This paper investigates the nature of the development of two-dimensional steady flow of an incompressible fluid at the rear stagnation-point.

In this paper, we study the lifespan and continuation criteria of several two-dimensional incompressible fluid models. Motivated by a novel energy-vorticity formulation, combining linear transport estimate and a bootstrap argument, we are…

In this paper, we study the averaging principle and central limit theorem for multi-scale stochastic differential equations with state-dependent switching. To accomplish this, we first study the Poisson equation associated with a Markov…

We establish Cram\'er-type moderate deviation theorems for sums of locally dependent random variables and combinatorial central limit theorems. Under some mild exponential moment conditions, optimal error bounds and convergence ranges are…

Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian motion are studied. Both singular ($H < \frac{1}{2})$ and…

We study the asymptotic shape of the trajectory of the stochastic gradient descent algorithm applied to a convex objective function. Under mild regularity assumptions, we prove a functional central limit theorem for the properly rescaled…

This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…

A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…

We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…

We report a new type of drop instability, where the density difference between the drop and the solvent is negative. We show that the drop falls inside the solvent down to a minimum height, then fragmentation takes place and secondary…

We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…

We present some new nonparametric estimators of entropies and we establish almost sure consistency and central limit Theorems for some of the most important entropies in the discrete case. Our theorical results are validated by simulations.

In this article, we focus on the global stabilizability problem for a class of second order uncertain stochastic control systems, where both the drift term and the diffusion term are nonlinear functions of the state variables and the…

We consider a two-phase Darcy flow in a fractured porous medium consisting in a matrix flow coupled with a tangential flow in the fractures, described as a network of planar surfaces. This flow model is also coupled with the mechanical…

We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…

We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend…

This paper is devoted to the multigrid convergence analysis for the linear systems arising from the conforming linear finite element discretization of the second order elliptic equations with anisotropic diffusion. The multigrid convergence…

This work is devoted to the study of the limiting behaviour of the Stokes type fluid flows in porous media. The boundary conditions here are of the Fourier-Neumann's type on the boundary of the holes. Under the periodic hypothesis on the…

This paper investigates the asymptotic behavior of path-dependent multivalued McKean-Vlasov stochastic differential equations perturbed by small noise. Specifically, we first establish a large deviation principle for such equations under…

A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is also…