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In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regime that the modulating Markov chain is rapidly switching. We prove the joint sample-path large deviations principle for the Markov-modulated…

Probability · Mathematics 2023-02-27 Gang Huang , Michel Mandjes , Peter Spreij

This review article offers a survey of the research program focused on a systematic computational search for extreme and potentially singular behavior in hydrodynamic models motivated by open questions concerning the possibility of a…

Analysis of PDEs · Mathematics 2022-05-18 Bartosz Protas

Methods of quantum nuclear wave-function dynamics have become very efficient in simulating large isolated systems using the time-dependent variational principle (TDVP). However, a straightforward extension of the TDVP to the density matrix…

Chemical Physics · Physics 2015-06-23 Loic Joubert-Doriol , Artur F. Izmaylov

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

In the case of the one-electron Dirac equation with a point nucleus the Virial Theorem (VT) states that the ratio of the kinetic energy to potential energy is exactly $-1$, a ratio that can be an independent test of the accuracy of a…

Atomic Physics · Physics 2021-09-28 Charlotte Froese Fischer , Michel Godefroid

Using a weak convergence approach, we prove a LPD for the solution of 2D stochastic Navier Stokes equations when the viscosity converges to 0 and the noise intensity is multiplied by the square root of the viscosity. Unlike previous results…

Probability · Mathematics 2012-08-09 Hakima Bessaih , Annie Millet

A stochastic theory is presented for a quantum vortex that is expected to occur in superfluids coated on two dimensional sphere $ {\rm S}^2 $. The starting point is the canonical equation of motion (the Kirchhoff equation) for a point…

Statistical Mechanics · Physics 2015-05-30 Hiroshi Kuratsuji

Consider the Allen-Cahn equation on the $d$-dimensional torus, $d=2,3$, in the sharp interface limit. As it is well known, the limiting dynamics is described by the motion by mean curvature of the interface between the two stable phases.…

Probability · Mathematics 2017-03-03 Lorenzo Bertini , Paolo Buttà , Adriano Pisante

For a local suitable weak solution to the Navier-Stokes equations, we prove that if the vorticity vectors belong to a double cone in regions of high vorticity magnitude, then the solution is regular. Roughly speaking this implies that, near…

Analysis of PDEs · Mathematics 2025-01-16 Zhen Lei , Xiao Ren , Gang Tian

We consider the classical Cauchy problem for the 3d Navier-Stokes equation with the initial vorticity $\omega_0$ concentrated on a circle, or more generally, a linear combination of such data for circles with common axis of symmetry. We…

Analysis of PDEs · Mathematics 2015-06-12 Hao Feng , Vladimír Šverák

This work establishes a large deviation principle for the spectral measure of the Lax matrix associated to the periodic Toda chain of $N$ particles, subject to a generalised Gibbs measure. This large deviation principle is governed by a…

Probability · Mathematics 2026-04-08 Tamara Grava , Alice Guionnet , Karol K. Kozlowski , Alex Little

We develop a general technique for proving convergence of repeated quantum interactions to the solution of a quantum stochastic differential equation. The wide applicability of the method is illustrated in a variety of examples. Our main…

Mathematical Physics · Physics 2008-10-20 Luc Bouten , Ramon van Handel

First-order convergence in time and space is proved for a fully discrete semi-implicit finite element method for the two-dimensional Navier--Stokes equations with $L^2$ initial data in convex polygonal domains, without extra regularity…

Numerical Analysis · Mathematics 2021-01-19 Buyang Li , Shu Ma , Yuki Ueda

Non-relativistic quantum particles bounded to a curve in R^2 by attractive contact $\delta$-interaction are considered. The interval between the energy of the transversal bound state and zero is shown to belong to the absolutely continuous…

Mathematical Physics · Physics 2020-08-13 J. Dittrich

We consider the control problem of the stochastic Navier-Stokes equations in multidimensional domains introduced in \cite{ocpc} restricted to noise terms defined by Q-Wiener processes. Using a stochastic maximum principle, we derive a…

Optimization and Control · Mathematics 2018-10-30 Peter Benner , Christoph Trautwein

In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.

Probability · Mathematics 2009-07-28 Ann-Kathrin Jarecki

We develop an improved stochastic formalism for the Bethe-Salpeter equation, based on an exact separation of the effective-interaction $W$ to two parts, $W=(W-v_W)+v_W$ where the latter is formally any translationally-invariant interaction…

Chemical Physics · Physics 2023-05-03 Nadine C. Bradbury , Tucker Allen , Minh Nguyen , Khaled Ibrahim , Daniel Neuhauser

We establish the well-posedness of stationary solutions for a class of SPDEs with locally monotone coefficients, and prove the Freidlin--Wentzell large deviation principle (LDP) for these stationary solutions. The LDP for the associated…

Probability · Mathematics 2026-04-27 Yong Liu , Bin Tang , Rangrang Zhang

We consider the globally modified stochastic (hyperviscous) Navier-Stokes equations with transport noise on 3D torus. We first establish the existence and pathwise uniqueness of the weak solutions, and then show their convergence to the…

Probability · Mathematics 2025-01-22 Chang Liu , Dejun Luo

The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…

Probability · Mathematics 2017-08-25 Arnab Ganguly