Related papers: A large deviation principle for Markovian slow-fas…
We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…
We consider a class of deterministic local collisional dynamics, showing how to approximate them by means of stochastic models and then studying the fluctuations of the current of energy. We show first that the variance of the…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
In this paper, we consider asymptotic behaviors of multiscale multivalued stochastic systems with small noises. First of all, for general, fully coupled systems for multivalued stochastic differential equations of slow and fast motions with…
In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…
Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that the rate of a jump down (death) is growing asymptotically…
We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…
We study fluctuating dynamics of a freely movable piston that separates an infinite cylinder into two regions filled with ideal gas particles at the same pressure but different temperatures. To investigate statistical properties of the…
We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…
We consider a semi-Lagrangian scheme for solving the minimum time problem, with a given target, and the associated eikonal type equation. We first use a discrete time deterministic optimal control problem interpretation of the time…
Large deviations principles characterize the exponential decay rates of the probabilities of rare events. Cerrai and Rockner [13] proved that systems of stochastic reaction-diffusion equations satisfy a large deviations principle that is…
We discuss a method to solve models with long-range interactions in the microcanonical and canonical ensemble. The method closely follows the one introduced by Ellis, Physica D 133, 106 (1999), which uses large deviation techniques. We show…
This paper investigates an averaging principle for stochastic Klein-Gordon equation with a fast oscillation arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. Stochastic averaging…
We consider a stochastic transportation problem between two prescribed probability distributions (a source and a target) over processes with general drift dependence and with free end times. First, and in order to establish a dual…
We consider a stochastic Cahn-Hilliard partial differential equation driven by a space-time white noise. We prove the Large Deviations Principle (LDP) for the law of the solutions in the H\"older norm. We use the weak convergence approach…
We consider the superposition of a symmetric simple exclusion dynamics, speeded-up in time, with a spin-flip dynamics in a one-dimensional interval with periodic boundary conditions. We prove the large deviations principle for the empirical…
A mass-preserving two-step Lagrange-Galerkin scheme of second order in time for convection-diffusion problems is presented, and convergence with optimal error estimates is proved in the framework of $L^2$-theory. The introduced scheme…
A variational principle is proposed for obtaining the Jacobi equations in systems admitting a Lagrangian description. The variational principle gives simultaneously the Lagrange equations of motion and the Jacobi variational equations for…
We investigate the non-equilibrium large deviations function of the particle densities in two steady-state driven systems exchanging particles at a vanishing rate. We first derive through a systematic multi-scale analysis the coarse-grained…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…