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In this work, we study the stochastic thermodynamics of micro-magnetic systems. We first formulate the stochastic dynamics of micro-magnetic systems by incorporating noises into Landau-Lifshitz (LL) equation, which describes the…

Statistical Mechanics · Physics 2024-08-06 Mingnan Ding , Jun Wu , Xiangjun Xing

We consider semidiscrete finite differences schemes for the periodic Scr\"odinger equation in dimension one. We analyze whether the space-time integrability properties observed by Bourgain in the continuous case are satisfied at the…

Analysis of PDEs · Mathematics 2019-10-15 Liviu I. Ignat

We investigate the large deviation principle (LDP) of the stationary solutions of stochastic functional differential equations (SFDEs) with infinite delay under small random perturbation. First, we demonstrate the existence and uniqueness…

Probability · Mathematics 2026-05-18 Yong Liu , Bin Tang

We consider the damped nonlinear wave (NLW) equation driven by a spatially regular white noise. Assuming that the noise is non-degenerate in all Fourier modes, we establish a large deviations principle (LDP) for the occupation measures of…

Analysis of PDEs · Mathematics 2015-05-15 Davit Martirosyan , Vahagn Nersesyan

In this paper we prove a new version of Kransoselskii's fixed-point theorem under a ($\psi, \theta, \varphi$)-weak contraction condition. The theoretical result is applied to prove the existence of a solution of the following fractional…

Classical Analysis and ODEs · Mathematics 2021-08-31 H. Akhadkulov , T. Y. Ying , A. B. Saaban , M. S. Noorani , H. Ibrahim

We establish a central limit theorem and large deviations principle that characterises small noise fluctuations of the generalised Dean--Kawasaki stochastic PDE. The fluctuations agree to first order with fluctuations of certain interacting…

Probability · Mathematics 2025-04-25 Shyam Popat

Consider the Hopf--Cole solution $ h(t,x) $ of the KPZ equation with narrow wedge initial condition. Regarding $ t\to\infty $ as a scaling parameter, we provide the first rigorous proof of the Large Deviation Principle (LDP) for the lower…

Probability · Mathematics 2018-09-11 Li-Cheng Tsai

We derive the large deviation principle for radial Schramm-Loewner evolution ($\operatorname{SLE}$) on the unit disk with parameter $\kappa \rightarrow \infty$. Restricting to the time interval $[0,1]$, the good rate function is finite only…

Probability · Mathematics 2020-08-31 Morris Ang , Minjae Park , Yilin Wang

In this paper, we establish the Freidlin-Wentzell's large deviations for quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone. The proof is based on the…

Probability · Mathematics 2019-12-23 Zhao Dong , Rangrang Zhang , Tusheng Zhang

The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for…

Statistical Mechanics · Physics 2015-05-27 Eric Smith

In this paper we address nonlocal vector variational principles obtained by substitution of the classical gradient by the Riesz fractional gradient. We show the existence of minimizers in Bessel fractional spaces under the main assumption…

Analysis of PDEs · Mathematics 2020-03-02 José C. Bellido , Javier Cueto , Carlos Mora-Corral

In this article we investigate the solvability of infinite-dimensional differential algebraic equations. Such equations often arise as partial differential-algebraic equations (PDAEs). A decomposition of the state-space that leads to an…

Functional Analysis · Mathematics 2022-04-25 Birgit Jacob , Kirsten Morris

Consider the solution $\mathcal{Z}(t,x)$ of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data $\mathcal{Z}(0,x) = \delta(x)$. For any real $p>0$, we obtained detailed…

Probability · Mathematics 2020-08-10 Sayan Das , Li-Cheng Tsai

We consider the stochastic heat equation $$\frac{\partial Y_t(x)}{\partial t} = \frac{1}{2} \Delta_x Y_t(x) + Y_{t-}(x)^{\beta} \dot{L}^{\alpha}$$ with $t \ge 0$, $x \in \mathbb{R}$ and $L^{\alpha}$ being an $\alpha$-stable white noise…

Probability · Mathematics 2022-12-13 Sayantan Maitra

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…

Probability · Mathematics 2012-08-27 George Papanicolaou , Nicholas West , Tzu-Wei Yang

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

Probability · Mathematics 2020-11-17 Carlo Orrieri

We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is considered under different assumptions. This extends an…

Numerical Analysis · Mathematics 2016-03-15 Adam Andersson , Stig Larsson

We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck…

Mathematical Physics · Physics 2015-06-04 Tomasz Komorowski , Stefano Olla , Lenya Ryzhik

We study stochastic partial differential equations (SPDEs) with potentially very rough fractional noise with Hurst parameter $H\in(0,1)$. Close to a change of stability measured with a small parameter $\varepsilon$, we rely on the natural…

Probability · Mathematics 2021-09-21 Dirk Blömker , Alexandra Neamtu

We combine hydrodynamic and modulated energy techniques to study the large deviations of systems of particles with pairwise singular repulsive interactions and additive noise. Specifically, we examine periodic Riesz interactions indexed by…

Probability · Mathematics 2024-08-20 Elias Hess-Childs
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