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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…

Probability · Mathematics 2009-04-06 Mauro Mariani

This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with…

Probability · Mathematics 2022-07-15 Pedro Catuogno , André de Oliveira Gomes

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 prove a large deviation principle result for solutions of abstract stochastic evolution equations perturbed by small Levy noise. We use general large deviations theorems of Varadhan and Bryc, viscosity solutions of integro-partial…

Probability · Mathematics 2010-03-09 Andrzej Swiech , Jerzy Zabczyk

The purpose of this paper is to establish the Donsker-Varadhan type large deviations principle (LDP) for the two-dimensional stochastic Navier-Stokes system. The main novelty is that the noise is assumed to be highly degenerate in the…

Probability · Mathematics 2022-02-01 Vahagn Nersesyan , Xuhui Peng , Lihu Xu

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 work we establish a Freidlin-Wentzell type large deviation principle for stochastic nonlinear Schr\"{o}dinger equation, with either focusing or defocusing nonlinearity, driven by nonlinear multiplicative L\'evy noise in the Marcus…

Probability · Mathematics 2024-08-19 Jiahui Zhu , Wei Liu , Jianliang Zhai

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

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

This work concerns about multiscale multivalued McKean-Vlasov stochastic systems. First of all, we use a contractive mapping principle to establish the well-posedness for fully coupled multivalued McKean-Vlasov stochastic systems under…

Probability · Mathematics 2025-09-30 Huijie Qiao

In this article, we established a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by space-time white noise.

Probability · Mathematics 2012-04-02 Tusheng Zhang

This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…

Fluid Dynamics · Physics 2025-03-21 Arnaud Debussche , Etienne Mémin

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…

Probability · Mathematics 2022-05-10 Xuhui Peng , Lihu Xu

This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…

Probability · Mathematics 2025-09-16 Wenting Xu , Yong Xu , Xiaoyu Yang , Bin Pei

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

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

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…

Probability · Mathematics 2013-05-22 Wei Liu , Michael Röckner , Xiangchan Zhu

The convective Brinkman-Forchheimer (CBF) equations characterize the motion of incompressible fluid flows in a saturated porous medium. The small noise asymptotic for the two-time-scale stochastic convective Brinkman-Forchheimer (SCBF)…

Probability · Mathematics 2020-10-20 Manil T. Mohan

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

Stochastic modelling necessitates an interpretation of noise. In this paper, we describe the loss of deterministically stable behaviour in a fundamental fluid mechanics problem, conditional to whether noise is introduced in the sense of…

Dynamical Systems · Mathematics 2025-03-17 Theo Diamantakis , James Woodfield