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The goal of this paper is to study the Moderate Deviation Principle (MDP) for a system of stochastic reaction-diffusion equations with a time-scale separation in slow and fast components and small noise in the slow component. Based on weak…

Probability · Mathematics 2022-02-03 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

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

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

Probability · Mathematics 2024-03-11 Wei Hong , Wei Liu , Luhan Yang

We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège

We obtain large deviation bounds for the measure of deviation sets associated to asymptotically additive and sub-additive potentials under some weak specification properties. In particular a large deviation principle is obtained in the case…

Dynamical Systems · Mathematics 2019-02-20 Paulo Varandas , Yun Zhao

In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the…

Probability · Mathematics 2022-12-27 Ananta K Majee

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 consider the initial value problem for a system of cubic nonlinear Schr\"odinger equations with different masses in one space dimension. Under a suitable structural condition on the nonlinearity, we will show that the small amplitude…

Analysis of PDEs · Mathematics 2016-10-04 Donghyun Kim

We consider boundary value problems for stochastic differential equations of second order with a small parameter. For this case we prove a special existence and unicity theorem for strong solutions. The asymptotic behavior of these…

Probability · Mathematics 2015-07-08 Mikhail Kamenskii , Marc Quincampoix , Serguei Pergamenchtchikov

We establish a microscopic convexity principle for nonlinear elliptic and parabolic partial differential equations in general form.

Analysis of PDEs · Mathematics 2015-05-13 Baojun Bian , Pengfei Guan

We consider the defocusing nonlinear Schr{\"o}dinger equation in several space dimensions, in the presence of an external potential depending on only one space vari-able. This potential is bounded from below, and may grow arbitrarily fast…

Analysis of PDEs · Mathematics 2020-12-16 Rémi Carles , Clément Gallo

We consider a sequence $X^n=(X^n_t)_{t\ge 0},n\ge 1$ of semimartingales. Each $X^n$ is a weak solution to an It\^o equation with respect to a Wiener process and a Poissonian martingale measure and is in general non-Markovian process. For…

Probability · Mathematics 2007-05-23 Robert Sh. Liptser , Anatolii A. Pukhalskii

In this paper we are concerned with the existence of segregated non-radial solutions for nonlinear Schr\"odinger systems with a large number of components in a weak fully attractive or repulsive regime in presence of a suitable external…

Analysis of PDEs · Mathematics 2022-12-29 Haixia Chen , Angela Pistoia

The paper discusses nonlinear singular perturbations of delta type of the fractional Schr\"odinger equation $\imath\partial_t\psi=\left(-\triangle\right)^s\psi$, with $s\in(\frac{1}{2},1]$, in dimension one. Precisely, we investigate local…

Mathematical Physics · Physics 2019-07-19 Raffaele Carlone , Domenico Finco , Lorenzo Tentarelli

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 theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

In this paper, we establish a large deviation principle for the solutions to the stochastic heat equations with logarithmic nonlinearity driven by Brownian motion, which is neither locally Lipschitz nor locally monotone. Nonlinear versions…

Probability · Mathematics 2022-07-07 Tianyi Pan , Shijie Shang , Tusheng Zhang

In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…

General Physics · Physics 2021-09-28 Mikhail Batanov-Gaukhman

We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…

Probability · Mathematics 2025-02-05 Xiaoyu Yang , Yong Xu

It is common practice to approximate a weakly nonlinear wave equation through a kinetic transport equation, thus raising the issue of controlling the validity of the kinetic limit for a suitable choice of the random initial data. While for…

Mathematical Physics · Physics 2011-01-28 Jani Lukkarinen , Herbert Spohn