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The large deviation principle is established for the distributions of a class of generalized stochastic porous media equations for both small noise and short time.

Probability · Mathematics 2007-05-23 Michael Röckner , Feng-Yu Wang , Liming Wu

In this article we obtain new scattering and blow-up solutions for intercritical focusing nonlinear Schr\"{o}dinger equations (NLS) above the ground state mass-energy threshold. The main focus of this article is the establishment of some…

Analysis of PDEs · Mathematics 2024-12-11 Ian Miller

Large deviation principle by the weak convergence approach is established for the stochastic nonlinear Schrodinger equation in one-dimension and as an application the exit problem is investigated.

Analysis of PDEs · Mathematics 2019-11-04 Parisa Fatheddin , Zhaoyang Qiu

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

Probability · Mathematics 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

In this work, we numerically consider the initial value problem for nonlinear Schr\"odinger (NLS) type models arising in the physics of ultracold boson gases, with generic Gaussian wavepacket initial data. The corresponding Gaussian's width…

Pattern Formation and Solitons · Physics 2016-09-08 E. G. Charalampidis , J. Cuevas-Maraver , D. J. Frantzeskakis , P. G. Kevrekidis

We are dealing with the validity of a large deviation principle for the two-dimensional Navier-Stokes equation, with periodic boundary conditions, perturbed by a Gaussian random forcing. We are here interested in the regime where both the…

Probability · Mathematics 2016-03-09 Sandra Cerrai , Arnaud Debussche

We consider the completely resonant defocusing non-linear Schr\"odinger equation on the two dimensional torus with any analytic gauge invariant nonlinearity. Fix $s>1$. We show the existence of solutions of this equation which achieve…

Analysis of PDEs · Mathematics 2017-06-16 Marcel Guardia , Emanuele Haus , Michela Procesi

We consider a non-stationary Cox-Ingersoll-Ross process. We establish a sharp large deviation principle for the maximum likelihood estimator of its drift parameter.

Probability · Mathematics 2018-06-22 marie du Roy de Chaumaray

In this paper, we establish a large deviation principle for stochastic differential delay equations driven by both Brownian motions and Poisson random measures. The weak convergence method plays an important role.

Probability · Mathematics 2016-11-01 Yumeng Li , Ran Wang , Nian Yao , Shuguang Zhang

In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an important role.

Probability · Mathematics 2024-03-05 Zdzisław Brzeźniak , Qi Li , Tusheng Zhang

We investigate a Coulomb gas in a potential satisfying a weaker growth assumption than usual and establish a large deviation principle for its empirical measure. As a consequence the empirical measure is seen to converge towards a…

Probability · Mathematics 2012-05-29 Adrien Hardy

The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and…

Probability · Mathematics 2007-05-23 Zongxia Liang

Nonlinear instability and refraction by ocean currents are both important mechanisms that go beyond the Rayleigh approximation and may be responsible for the formation of freak waves. In this paper, we quantitatively study nonlinear effects…

Fluid Dynamics · Physics 2012-08-21 L. H. Ying , L. Kaplan

Of particular interest for radio and hard X-ray diagnostics of accelerated electrons during solar flares is the understanding of the basic non-linear mechanisms regulating the relaxation of electron beams propagating in turbulent plasmas.…

Space Physics · Physics 2015-03-06 Nicolas H. Bian , Eduard P. Kontar , Heather Ratcliffe

We establish a large deviation principle for the trajectories of Wiener processes subject to random resets to the origin occurring according to a Poisson process. In addition to the pathwise large deviation principle, we identify the rate…

Probability · Mathematics 2025-12-09 A. V. Logachov , O. M. Logachova , A. A. Yambartsev , K. A. Zaykov

In this article, we study the well-posedness theory for solutions of the stochastic heat equations with logarithmic nonlinearity perturbed by multiplicative Levy noise. By using Aldous tightness criteria and Jakubowski version of the…

Analysis of PDEs · Mathematics 2024-09-09 Kavin R , Ananta K Majee

Consider a system of independent random walks in the discrete torus with creation-annihilation of particles and possible explosion of the total number of particles in finite time. Rescaling space and rates for…

Probability · Mathematics 2015-06-05 Tertuliano Franco , Pablo Groisman

In this paper, we establish a new law of large numbers with the rate of convergence for special partial sums in a probability space. The proof relies on nonlinear expectation theory, as the uncertainty of random variables in the special…

Information Theory · Computer Science 2026-03-25 Jialiang Fu , Wen-Xuan Lang

The purpose of this paper is to establish the Donsker-Varadhan type large deviations principle (LDP) for the two-dimensional stochastic Navier-Stokes system. The main novelty is that the noise is assumed to be highly degenerate in the…

Probability · Mathematics 2022-02-01 Vahagn Nersesyan , Xuhui Peng , Lihu Xu

Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…

Probability · Mathematics 2016-04-18 Amarjit Budhiraja , Pierre Nyquist