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The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large…

Probability · Mathematics 2010-05-06 Wei Liu

In this work, we focus on the global solvability and uniform large deviations for the solutions of stochastic generalized Burgers-Huxley (SGBH) equation perturbed by a small multiplicative white in time and colored in space noise. The SGBH…

Probability · Mathematics 2023-02-14 Ankit Kumar , Vivek Kumar , Manil T. Mohan

For a given ring (domain) in $\overline{\mathbb{R}}^n$ we discuss whether its boundary components can be separated by an annular ring with modulus nearly equal to that of the given ring. In particular, we show that, for all $n\ge 3\,,$ the…

Complex Variables · Mathematics 2020-06-03 Anatoly Golberg , Toshiyuki Sugawa , Matti Vuorinen

In contrast to the study of Langevin equations in a homogeneous environment in the literature, the study on Langevin equations in randomly-varying environments is relatively scarce. Almost all the existing works require random environments…

Probability · Mathematics 2021-08-25 Nhu N. Nguyen , George Yin

Variational problems under uniform quasiconvex constraints on the gradient are studied. In particular, existence of solutions to such problems is proved as well as existence of lagrange multipliers associated to the uniform constraint. They…

Optimization and Control · Mathematics 2014-05-30 Felipe Alvarez , Salvador Flores

For integrable systems in the sense of multidimensional consistency (MDC) we can consider the Lagrangian as a form, which is closed on solutions of the equations of motion. For 2-dimensional systems, described by partial difference…

Exactly Solvable and Integrable Systems · Physics 2018-05-04 Sarah B. Lobb , Frank W. Nijhoff

We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a "pointwise" large deviation principle (LDP) for the full…

Analysis of PDEs · Mathematics 2010-12-07 Guillaume Bal , Roger Ghanem , Ian Langmore

We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classical Wentzel--Freidlin theorem, but under the considerably…

Probability · Mathematics 2016-07-14 Alexei Kulik , Daryna Sobolieva

A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviations principle) for renewal-reward processes is obtained, and MDP (moderate deviations principle) is deduced under conditions…

Probability · Mathematics 2012-07-06 Boris Tsirelson

We present a comprehensive framework for the study of the size and large intersection properties of sets of limsup type that arise naturally in Diophantine approximation and multifractal analysis. This setting encompasses the classical…

Classical Analysis and ODEs · Mathematics 2015-04-21 Arnaud Durand

We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…

Mathematical Physics · Physics 2007-05-23 Joel L. Lebowitz , Marco Lenci , Herbert Spohn

We consider the random point processes on a measure space X defined by the Gibbs measures associated to a given sequence of N-particle Hamiltonians H^{(N)}. Inspired by the method of Messer-Spohn for proving concentration properties for the…

Mathematical Physics · Physics 2016-10-27 Robert J. Berman

Following the development of weighted asymptotic approximation properties of matrices, we introduce the analogous uniform approximation properties (that is, study the improvability of Dirichlet's Theorem). An added feature is the use of…

Number Theory · Mathematics 2022-02-25 Dmitry Kleinbock , Anurag Rao

Teramoto et al. defined a new measure called the gap ratio that measures the uniformity of a finite point set sampled from $\cal S$, a bounded subset of $\mathbb{R}^2$. We generalize this definition of measure over all metric spaces by…

Computational Geometry · Computer Science 2015-12-07 Arijit Bishnu , Sameer Desai , Arijit Ghosh , Mayank Goswami , Subhabrata Paul

The present paper, along with its sequel, establishes the correspondence between the properties of the solutions of a class of PDEs and the geometry of sets in Euclidean space. We settle the question of whether (quantitative) absolute…

Analysis of PDEs · Mathematics 2020-01-15 Steve Hofmann , José María Martell , Svitlana Mayboroda , Tatiana Toro , Zihui Zhao

A sharp pointwise differential inequality for vectorial second-order partial differential operators, with Uhlenbeck structure, is offered. As a consequence, optimal second-order regularity properties of solutions to nonlinear elliptic…

Analysis of PDEs · Mathematics 2021-02-19 Anna Kh. Balci , Andrea Cianchi , Lars Diening , Vladimir Maz'ya

In this paper, we consider Fredlin-Wentzell type large deviation principle (LDP) of multidimensional reflected stochastic partial differential equations in a convex domain, allowing for oblique direction of reflection. To prove the LDP, a…

Probability · Mathematics 2023-04-03 Hong Shaopeng , Liu Xiangdong

We establish the well-posedness of stationary solutions for a class of SPDEs with locally monotone coefficients, and prove the Freidlin--Wentzell large deviation principle (LDP) for these stationary solutions. The LDP for the associated…

Probability · Mathematics 2026-04-27 Yong Liu , Bin Tang , Rangrang Zhang

The concept of a hyperuniformity disorder length $h$ was recently introduced for analyzing volume fraction fluctuations for a set of measuring windows. This length permits a direct connection to the nature of disorder in the spatial…

Soft Condensed Matter · Physics 2017-09-20 D. J. Durian

We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…

Statistics Theory · Mathematics 2018-05-22 Takumi Saegusa