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We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and…

Probability · Mathematics 2016-07-05 Mohammud Foondun , Leila Setayeshgar

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…

Probability · Mathematics 2020-06-01 Bingguang Chen , Xiangchan Zhu

In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space-distribution dependent Zakai equation by a…

Probability · Mathematics 2023-08-15 Huijie Qiao , Shengqing Zhu

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…

Probability · Mathematics 2016-09-15 Z. Brzeźniak , B. Goldys , T. Jegaraj

It is of significant interest to understand whether a noise will speed up or prevent blow up. Under certain nondegenerate conditions, \cite{dD2005Blowup} proved a multiplicative noise will speed up blow up of NLS, in the sense that, blow up…

Analysis of PDEs · Mathematics 2026-04-07 Chenjie Fan , Junzhe Wang

We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs…

Probability · Mathematics 2024-08-13 Qiao Huang , Wei Wei , Jinqiao Duan

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

Statistics Theory · Mathematics 2010-02-24 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

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…

Probability · Mathematics 2026-04-21 Fei Xu , Yong Li

We consider the nonlinear Schr\"odinger equation $$ i\psi_t= -\psi_{xx}\pm 2\cos 2x \ |\psi|^2\psi,\quad x\in S^1,\ t\in \R$$ and we prove that the solution of this equation, with small initial datum $\psi_0=\e (\cos x+\sin x)$, will…

Dynamical Systems · Mathematics 2010-08-23 Benoit Grebert , Carlos Villegas-Blas

Using the hyper-exponential recurrence criterion, a large deviation principle for the occupation measure is derived for a class of non-linear monotone stochastic partial differential equations. The main results are applied to many concrete…

Probability · Mathematics 2016-01-26 Ran Wang , Jie Xiong , Lihu Xu

A characteristic of the defocusing cubic nonlinear Schr\"odinger equation (NLSE), when defined so that the space variable is the multi-dimensional square (hence rational) torus, is that there exist solutions that start with arbitrarily…

Analysis of PDEs · Mathematics 2020-01-20 Gigliola Staffilani , Bobby Wilson

Large deviations principle is obtained for terminating multidimensional compound renewal processes. We also obtained the asymptotic of large deviations for the case when a Gibbs change of the original probability measure takes place. The…

Probability · Mathematics 2021-12-20 A. Logachov , A. Mogulskii , E. Prokopenko

In this work we derive evolution equations for the nonlinear behavior of a coasting beam under the influence of a resonator impedance. Using a renormalization group approach we find a set of coupled nonlinear equations for the beam density…

Accelerator Physics · Physics 2007-05-23 S. I. Tzenov , P. L. Colestock

We establish a large deviation principle for the occupation measure of the stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises. The proof is based on a hyper-exponential recurrence criterion. Our result indicates a…

Probability · Mathematics 2015-10-14 Ran Wang , Jie Xiong , Lihu Xu

In this article, we established a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by space-time white noise.

Probability · Mathematics 2012-04-02 Tusheng Zhang

Magnetohydrodynamic instabilities like Toroidal Alfv\'en Eigenmodes or core-localized modes such as Beta Induced Alfv\'en Eigenmodes and Reversed Shear Alfv\'en Eigenmodes driven by fast particles can lead to significant redistribution and…

Limit theorems, including the large deviation principle, are established for random point processes (fields), which describe the position distributions of the perfect boson gas in the regime of the Bose-Einstein condensation. We compare…

Mathematical Physics · Physics 2015-05-14 Hiroshi Tamura , Valentin Zagrebnov

The limit resonant equation of the 3D rotating Navier-Stokes equations is obtained by taking large rotation limit. This equation has a nonlinear term with restricted interactions between Fourier modes, and thus it enjoys better regularity…

Analysis of PDEs · Mathematics 2023-03-17 Dejun Luo

This paper is concerned with the large deviation principle of the stochastic reaction-diffusion lattice systems defined on the N-dimensional integer set, where the nonlinear drift term is locally Lipschitz continuous with polynomial growth…

Dynamical Systems · Mathematics 2023-05-12 Bixiang Wang

The Nonlinear Schr\"odinger (NLS) equation is used to model surface waves in wave tanks of hydrodynamic laboratories. Analysis of the linearized NLS equation shows that its harmonic solutions with a small amplitude modulation have a…

Fluid Dynamics · Physics 2011-10-25 N. Karjanto , E. van Groesen , P. Peterson