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Related papers: Large deviations for a stochastic Cahn-Hilliard eq…

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In this paper, we consider the large deviations principles (LDPs) for the stochastic linear Schr\"odinger equation and its symplectic discretizations. These numerical discretizations are the spatial semi-discretization based on spectral…

Numerical Analysis · Mathematics 2026-03-06 Chuchu Chen , Jialin Hong , Diancong Jin , Liying Sun

We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…

Probability · Mathematics 2025-05-13 Siragan Gailus , Ioannis Gasteratos

In this article, we develop and analyze a full discretization, based on the spatial spectral Galerkin method and the temporal drift implicit Euler scheme, for the stochastic Cahn--Hilliard equation driven by multiplicative space-time white…

Numerical Analysis · Mathematics 2020-06-22 Jianbo Cui , Jialin Hong

We study large deviations from the invariant measure for nonlinear Schr\"odinger equations with colored noises on determining modes. The proof is based on a new abstract criterion, inspired by [V. Jak\v{s}i\'{c} et al., Comm. Pure Appl.…

Analysis of PDEs · Mathematics 2026-02-03 Yuxuan Chen , Shengquan Xiang

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

We consider $L^\infty_t L^p_x$ solutions of the stochastic transport equation with drift in $L^\infty_t W^{1,q}_x$. We show strong existence and pathwise uniqueness of solutions in a regime of parameters $p,q$ for which non-unique weak…

Probability · Mathematics 2025-06-24 Gianluca Crippa , Eliseo Luongo , Umberto Pappalettera

In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one. The equation we consider may also include…

Analysis of PDEs · Mathematics 2009-11-19 Pascal Azerad , Mohamed Mellouk

We present the $L_p$-solvability for stochastic time fractional Burgers' equations driven by multiplicative space-time white noise: $$ \partial_t^\alpha u = a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^i u u_{x^i} +…

Probability · Mathematics 2023-02-07 Beom-Seok Han

In this paper, we consider the numerical approximation of a time-fractional stochastic Cahn--Hilliard equation driven by an additive fractionally integrated Gaussian noise. The model involves a Caputo fractional derivative in time of order…

Numerical Analysis · Mathematics 2024-02-07 Mariam Al-Maskari , Samir Karaa

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: $$\frac{\partial u^\varepsilon(t,x)}{\partial t} = \frac{\partial^2 u^\varepsilon(t,x)}{\partial…

Probability · Mathematics 2022-08-26 Ruinan Li , Ran Wang , Beibei Zhang

We establish a large deviation principle for the occupation measure of the stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises. The proof is based on a hyper-exponential recurrence criterion. Our result indicates a…

Probability · Mathematics 2015-10-14 Ran Wang , Jie Xiong , Lihu Xu

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

Probability · Mathematics 2019-07-04 David Berger

We derive a posteriori error estimate for a fully discrete adaptive finite element approximation of the stochastic Cahn-Hilliard equation with rough noise. The considered model is derived from the stochastic Cahn-Hilliard equation with…

Numerical Analysis · Mathematics 2025-12-18 Lubomir Banas , Jean Daniel Mukam

In this paper, we establish a large deviation principle for a stochastic evolution equation which describes the system governing the nematic liquid crystals driven by pure jump noise. The proof is based on the weak convergence approach.

Probability · Mathematics 2018-08-29 Rangrang Zhang , Guoli Zhou

We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…

Analysis of PDEs · Mathematics 2022-02-03 Florian Kunick

The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak convergence approach. Then the central limit theorem for them…

Probability · Mathematics 2022-08-10 Kun Fang , Huijie Qiao

In this paper, we establish a large deviation principle for the conservative stochastic partial differential equations, whose solutions are related to stochastic differential equations with interaction. The weak convergence method and the…

Probability · Mathematics 2023-07-13 Ping Chen , Tusheng Zhang

In this paper, we are concerned with multi-scale distribution dependent stochastic differential equations driven by fractional Brownian motion (with Hurst index $H>\frac12$ and standard Brownian motion, simultaneously. Our aim is to…

Probability · Mathematics 2023-06-12 Shen Gunagjun , Zhou Huan , Wu Jianglun

In this article, we study a class of semilinear stochastic partial differential equations driven by an additive space time white noise. We establish Harnack inequalities for the semigroup associated with the solution by using coupling…

Probability · Mathematics 2020-01-20 Rangrang Zhang
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