Related papers: Large deviation principles for stochastic nonlinea…
In this article we prove a regularization by noise phenomenon for the energy-critical and mass-critical nonlinear Schr\"odinger equations. We show that for any deterministic data, the probability that the corresponding solution exists…
Moderate deviation principle is achieved by the weak convergence approach for a stochastic Schr\"odinger type equation with linear drift term and noise driven by a $Q$-Wiener process. The central limit theorem is also shown for the equation…
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…
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…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
We study the cubic weakly nonlinear Schr\"odinger equation with randomized spatially quasi-periodic initial data in higher dimensions. Under a polynomial decay assumption in Fourier space, we establish a {\em Large Deviations Principle} for…
Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…
In this paper, we establish a small time large deviation principles for the quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone.
In this article, we study Stochastic mass critical nonlinear Schr\"odinger equations with a multiplicative noise in 3D with a slight time decay ($\langle t \rangle^{-\epsilon}$), and prove associated space-time bound and scattering…
The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…
The aim of this paper is to develop tractable large deviation approximations for the empirical measure of a small noise diffusion. The starting point is the Freidlin-Wentzell theory, which shows how to approximate via a large deviation…
We prove the small-noise large deviation principle for the three-dimensional primitive equations with transport noise and turbulent pressure. Transport noise is important for geophysical fluid dynamics applications, as it takes into account…
In this paper, we consider McKean-Vlasov stochastic differential equations (MVSDEs) driven by L\'evy noise. By identifying the right equations satisfied by the solutions of the MVSDEs with shifted driving L\'evy noise, we build up a…
We study the effective approximation for a nonlocal stochastic Schrodinger equation with a rapidly oscillating, periodically time-dependent potential. We use the natural diffusive scaling of heterogeneous system and study the limit…
We address the Cauchy problem for a nonlinear Schr{\"o}dinger equation where the dispersion is modulated by a deterministic noise. The noise is understood as the derivative of a self-affine function of order H $\in$ (0, 1). Due to the…
This paper is concerned with the following space-time fractional stochastic nonlinear partial differential equation \begin{equation*} \left(\partial_t^{\beta}+\frac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u=I_{t}^{\gamma}\Big[…
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H\subseteq V^*$ $$ \left\{ \begin{align} &dX_t=A(t,X_t)dt+B(t,X_t)dW_t,\ t\in (0,T]\\\\& X_0=x\in H,…
In this paper, we present a globalization argument for stochastic nonlinear dispersive PDEs with additive noises by adapting the $I$-method (= the method of almost conservation laws) to the stochastic setting. As a model example, we…
In this paper we establish the large deviation principle for the the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity both for small noise and for short time. The proof for large deviation principle is based on…