Related papers: Large Deviations for Nonlinear Stochastic Schrodin…
We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law conservation law. When the…
Consider the initial value problem for systems of cubic derivative nonlinear Schr\"odinger equations in one space dimension with the masses satisfying a suitable resonance relation. We give structural conditions on the nonlinearity under…
We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…
We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…
We revisit Wschebor's theorems on small increments for processes with scaling and stationary properties and deduce large deviation principles.
In this paper, we investigate the uniform large deviation principle of the fractional stochastic reaction-diffusion equation on the entire space R^n as the noise intensity approaches zero. The nonlinear drift term is dissipative and has a…
Information-theoretic arguments are used to obtain a link between the accurate linearity of Schrodinger's equation and Lorentz invariance: A possible violation of the latter at short distances would imply the appearance of nonlinear…
We find positive non-radial solutions for a system of Schr\"odinger equations in a weak fully attractive or repulsive regime in presence of an external radial trapping potential that exhibits a maximum or a minimum at infinity.
We consider the cubic defocusing nonlinear Schr\"odinger equation in one dimension with the nonlinearity concentrated at a single point. We prove global well-posedness in the scaling-critical space $L^2(\mathbb{R})$ and scattering for all…
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…
The initial-boundary value problem in a bounded domain with moving boundaries and nonhomogeneous boundary conditions for a higher order nonlinear Schr\"odinger (HNLS) equation is considered. Existence and uniqueness of global weak solutions…
We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…
In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…
The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which involve a random time change given by an inverse subordinator. SDEs to be considered are unique…
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…
Stochastic gradient descent (SGD) is a promising numerical method for solving large-scale inverse problems. However, its theoretical properties remain largely underexplored in the lens of classical regularization theory. In this note, we…
We consider the nonlinear Schr\"odinger equation on a unit ball in one and two dimensions with Dirichlet boundary conditions, which have stabilizing effect on solutions behavior. In particular, we confirm that the ground state solutions are…
We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…
In this paper, we prove a large deviation principle for the empirical measures of a system of weakly interacting diffusion with reflection. We adopt the weak convergence approach. To make this approach work, we show that the sequence of…
Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…