Related papers: Large deviations for small noise hypoelliptic diff…

The Large Deformation Diffeomorphic Metric Mapping (LDDMM) or flow of diffeomorphism is a classical framework in the field of shape spaces and is widely applied in mathematical imaging and computational anatomy. Essentially, it equips a…

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu(dx):=e^{V(x)} d x$ is a probability measure, and let $X_t$ be the diffusion process generated by…

The maximum principle forms an important qualitative property of second order elliptic equations, therefore its discrete analogues, the so-called discrete maximum principles (DMPs) have drawn much attention. In this paper DMPs are…

We investigate long-time behaviors of empirical measures associated with subordinated Dirichlet diffusion processes on a compact Riemannian manifold $M$ with boundary $\partial M$ to some reference measure, under the quadratic Wasserstein…

Error bounds are derived for sampling and estimation using a discretization of an intrinsically defined Langevin diffusion with invariant measure $\text{d}\mu_\phi \propto e^{-\phi} \mathrm{dvol}_g $ on a compact Riemannian manifold. Two…

We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…

In this paper, we revisit the proof of the large deviations principle of Wiener chaoses partially given by Borel, and then by Ledoux in its full form. We show that some heavy-tail phenomena observed in large deviations can be explained by…

We study a stochastic Landau-Lifshitz equation on a bounded interval and with finite dimensional noise. We first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity…

We consider a reduced order model of an air-breathing hypersonic engine with a time-dependent stochastic inflow that may cause the failure of the engine. The probability of failure is analyzed by the Freidlin-Wentzell theory, the large…

This article presents new gradient estimates for positive solutions to the nonlinear fast diffusion equation on smooth metric measure spaces, involving the $f$-Laplacian. The gradient estimates of interest are mainly of…

We derive a Reilly-type formula for differential p-forms on a compact manifold with boundary and apply it to give a sharp lower bound of the spectrum of the Hodge Laplacian acting on differential forms of an embedded hypersurface of a…

We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…

The large deviation principle in the small noise limit is derived for solutions of possibly degenerate It\^o stochastic differential equations with predictable coefficients, which may depend also on the large deviation parameter. The result…

In this work, we establish the small-noise asymptotic behaviour (namely, the functional law of large numbers and the large deviation principle) for multi-scale McKean--Vlasov diffusions with super-linear kernels. In this setting, the…

In this paper, we derive from the supersymmetry of the Witten Laplacian Brascamp-Lieb's type inequalities for general differential forms on compact Riemannian manifolds with boundary. In addition to the supersymmetry, our results…

We define horizontal diffusion in $C^1$ path space over a Riemannian manifold and prove its existence. If the metric on the manifold is developing under the forward Ricci flow, horizontal diffusion along Brownian motion turns out to be…

Let $(M,g)$ be a compact $n$-dimensional Riemannian manifold with nonempty boundary and $n\geq 2$. Assume that ${\mathrm{Ric}(M)\ge (n-1)K}$ for some ${K>0}$ and that $\partial M$ has nonnegative mean curvature with respect to the outward…

We study the validity of a large deviation principle for a class of stochastic nonlinear damped wave equations, of Klein-Gordon type, in the joint small mass and small noise limit. The friction term is assumed to be state dependent.

We present a collection of explicit diffusion approximations to small temperature Schr\"{o}dinger bridges on manifolds. Our most precise results are when both marginals are the same and the Schr\"{o}dinger bridge is on a manifold with a…