Related papers: Simultaneous Small Noise Limit for Singularly Pert…
In this paper, we establish a small time large deviation principles for the quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone.
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…
A mixed Dirichlet-Neumann problem is regularized with a family of singularly perturbed Neumann-Robin boundary problems, parametrized by $\varepsilon > 0$. Using an asymptotic development by Gamma-convergence, the asymptotic behavior of the…
In this paper, we continue to study a unified dark fluid model with a constant adiabatic sound speed but with the entropic perturbations. When the entropic perturbations are included, an effective sound speed, which reduces to the adiabatic…
We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…
We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…
We introduce and study a simple Markovian model of random separable permutations. Our first main result is the almost sure convergence of these permutations towards a random limiting object in the sense of permutons, which we call the…
This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approach (see [Bernoulli 15 (2009) 634--658,…
In this work, we show that for the martingale problem for a class of degenerate diffusions with bounded continuous drift and diffusion coefficients, the small noise limit of non-degenerate approximations leads to a unique Feller limit. The…
We revisit the problem of non-parametric closed-loop identification in frequency domain; we give a brief survey of the literature and provide a small noise analysis of the direct, indirect, and joint input-output methods when two…
In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…
An apparently ideal way to generate continuous bounded stochastic processes is to consider the stochastically perturbed motion of a point of small mass in an infinite potential well, under overdamped approximation. Here, however, we show…
We consider fluid flows, governed by the Navier-Stokes equations, subject to a steady symmetry-breaking bifurcation and forced by a weak noise acting on a slow time scale. By generalizing the multiple-scale weakly nonlinear expansion…
Spatial mode demultiplexing was proved to be a successful tool for estimation of the separation between incoherent sources, allowing for sensitivity much below the Rayleigh limit. However, with the presence of measurement's noise,…
In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…
This paper investigates a stochastic parabolic system under Robin boundary conditions, for which the deterministic counterpart exhibits finite quenching. The stochastic system incorporates mixed noise, combining standard one-dimensional…
We study the stochastic fractional diffusive limit of a kinetic equation involving a small parameter and perturbed by a smooth random term. Generalizing the method of perturbed test functions, under an appropriate scaling for the small…
Boundary value problems for diffusion in singularly perturbed domains (domains with small holes removed from the interior) is a topic of considerable current interest. Applications include intracellular diffusive transport and the spread of…
We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise…
We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a…