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We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We provide a unified treatment of pathwise Large and Moderate deviations principles for a general class of multidimensional stochastic Volterra equations with singular kernels, not necessarily of convolution form. Our methodology is based…

Probability · Mathematics 2022-04-15 Antoine Jacquier , Alexandre Pannier

We propose an approach that permits to avoid instability phenomena for the nonlinear Schrodinger equations. We show that by approximating the solution in a suitable way, relying on a frequency cut-off, global well-posedness is obtained in…

Analysis of PDEs · Mathematics 2013-01-21 Rémi Carles

We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…

Probability · Mathematics 2023-12-15 Ivan H. Krykun

As an important tool characterizing the long time behavior of Markov processes, the Donsker-Varadhan LDP (large deviation principle) does not directly apply to distribution dependent SDEs/SPDEs since the solutions are non-Markovian. We…

Probability · Mathematics 2020-02-21 Panpan Ren , Feng-Yu Wang

In this article, we study the well-posedness theory for solutions of the stochastic heat equations with logarithmic nonlinearity perturbed by multiplicative Levy noise. By using Aldous tightness criteria and Jakubowski version of the…

Analysis of PDEs · Mathematics 2024-09-09 Kavin R , Ananta K Majee

In the present paper we study the following scaled nonlinear Schr\"odinger equation (NLS) in one space dimension: \[ i\frac{d}{dt} \psi^{\varepsilon}(t) =-\Delta\psi^{\varepsilon}(t) +…

Mathematical Physics · Physics 2015-06-19 C. Cacciapuoti , D. Finco , D. Noja , A. Teta

We study large deviations in the context of stochastic gradient descent for one-hidden-layer neural networks with quadratic loss. We derive a quenched large deviation principle, where we condition on an initial weight measure, and an…

Probability · Mathematics 2025-01-14 Christian Hirsch , Daniel Willhalm

Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These…

Statistical Mechanics · Physics 2016-12-05 U. Al Khawaja , M. Al-Refai , Lincoln D. Carr

In this paper, we establish a moderate deviations principle for the Langevin dynamics with strong damping. The weak convergence approach plays an important role in the proof.

Probability · Mathematics 2018-02-05 Lingyan Cheng , Ruinan Li , Wei Liu

We establish an averaging principle for a structural multiscale stochastic nonlinear fractional Schr\"odinger system on the one-dimensional torus driven by a multiplicative Wiener noise. The slow component is governed by a fractional…

Analysis of PDEs · Mathematics 2026-05-13 Manil T. Mohan , Debopriya Mukherjee , Sandip Roy

A method to find exact solutions to nonlinear Schr\"odinger equation, defined on a line and on a plane, is found by connecting it with second order linear ordinary differential equation. The connection is essentially made using Riccati…

Exactly Solvable and Integrable Systems · Physics 2014-11-14 Vivek M. Vyas , Rama Gupta , C. N. Kumar , Prasanta K. Panigrahi

In this paper the one-dimensional nonparaxial nonlinear Schr\"odinger equation is considered. This was proposed as an alternative to the classical nonlinear Schr\"odinger equation in those situations where the assumption of paraxiality may…

Analysis of PDEs · Mathematics 2019-02-25 B. Cano , A. Durán

We consider weakly damped nonlinear Schr\"odinger equations perturbed by a noise of small amplitude. The small noise is either complex and of additive type or real and of multiplicative type. It is white in time and colored in space. Zero…

Numerical Analysis · Mathematics 2009-07-19 Eric Gautier

The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin…

Probability · Mathematics 2023-02-13 Soham Gokhale , Utpal Manna

We propose some nonlinear Schr\"{o}dinger equations by adding some higher order terms to the Lagrangian density of Schr\"{o}dinger field, and obtain the Gross-Pitaevskii (GP) equation and the logarithmic form equation naturally. In…

Mathematical Physics · Physics 2011-04-04 Xiang-Yao Wu , Bai-Jun Zhang , Xiao-Jing Liu , Li-Xiao , Yi-Heng Wu , Yan-Wang , Qing-Cai Wang , Shuang Cheng

We investigate a Coulomb gas in a potential satisfying a weaker growth assumption than usual and establish a large deviation principle for its empirical measure. As a consequence the empirical measure is seen to converge towards a…

Probability · Mathematics 2012-05-29 Adrien Hardy

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.

Probability · Mathematics 2013-02-21 Yuri Kifer , S. R. S. Varadhan

In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition…

Probability · Mathematics 2025-06-18 Huijie Qiao

We study the long-time mixing behavior of the stochastic nonlinear Schr\"odinger equation in $\mathbb{R}^d$, $d\le 3$. It is well known that, under a sufficiently strong damping force, the system admits unique ergodicity, although the rate…

Probability · Mathematics 2026-01-01 Hung D. Nguyen , Kihoon Seong