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We prove the dynamical large deviations for a particle system in which particles may have different velocities. We assume that we have two infinite reservoirs of particles at the boundary: this is the so-called boundary driven process. The…

Probability · Mathematics 2010-06-02 Jonathan Farfan , Alexandre B. Simas , Fabio J. Valentim

We consider a lattice gas on the discrete d-dimensional torus $(\mathbb{Z}/N\mathbb{Z})^d$ with a generic translation invariant, finite range interaction satisfying a uniform strong mixing condition. The lattice gas performs a Kawasaki…

Mathematical Physics · Physics 2013-02-13 Lorenzo Bertini , Alessandra Faggionato , Davide Gabrielli

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 paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…

Probability · Mathematics 2010-01-15 K. Pakdaman , M. Thieullen , G. Wainrib

We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…

Probability · Mathematics 2021-02-26 Tertuliano Franco , Luana A. Gurgel , Bernardo N. B. de Lima

Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…

Machine Learning · Computer Science 2020-01-09 Junteng Jia , Austin R. Benson

We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear…

Probability · Mathematics 2008-01-14 Jiagang Ren , Xicheng Zhang

We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…

Statistical Mechanics · Physics 2012-06-05 Freddy Bouchet , Hugo Touchette

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

Dynamical Systems · Mathematics 2017-09-15 Getachew K. Befekadu

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

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…

Probability · Mathematics 2023-05-19 Federico Butori , Eliseo Luongo

The non-linear dynamics of long-wavelength cosmological fluctuations may be phrased in terms of an effective classical, but stochastic evolution equation. The stochastic noise represents short-wavelength modes that continually redshift into…

High Energy Physics - Phenomenology · Physics 2022-02-23 Jens O. Andersen , Magdalena Eriksson , Anders Tranberg

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

Probability · Mathematics 2015-04-23 Konstantinos Spiliopoulos

We prove here the validity of a large deviation principle for the family of invariant measures associated to a two dimensional Navier-Stokes equation on a torus, perturbed by a smooth additive noise.

Probability · Mathematics 2015-09-02 Zdzislaw Brzezniak , Sandra Cerrai

In this paper we prove several results related to the existence and uniqueness of solution to coupled highly nonlinear stochastic partial differential equations (PDEs). These equations are motivated by the dynamics of nematic liquid…

Probability · Mathematics 2016-10-05 Zdzislaw Brzeźniak , Erika Hausenblas , Paul Razafimandimby

In this paper, we establish a small time large deviation principle for the strong solution of 3D stochastic primitive equations driven by multiplicative noise. Both the small noise and the small, but highly nonlinear, unbounded nonlinear…

Probability · Mathematics 2018-11-14 Zhao Dong , Rangrang Zhang

Under non-periodic boundary conditions, we consider the long-time behavior for stochastic 2D nematic liquid crystals flows with velocity and orientations perturbed by additive noise and multiplicative noise respectively. It is the first…

Analysis of PDEs · Mathematics 2018-03-30 Guoli Zhou

We are dealing with the validity of a large deviation principle for the two-dimensional Navier-Stokes equation, with periodic boundary conditions, perturbed by a Gaussian random forcing. We are here interested in the regime where both the…

Probability · Mathematics 2016-03-09 Sandra Cerrai , Arnaud Debussche

We study spreading dynamics of nematic liquid crystal droplets within the framework of the long-wave approximation. A fourth order nonlinear parabolic partial differential equation governing the free surface evolution is derived. The…

Fluid Dynamics · Physics 2013-07-19 Te-Sheng Lin , Lou Kondic , Uwe Thiele , Linda J. Cummings

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro
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