English
Related papers

Related papers: Local large deviations for randomly forced nonline…

200 papers

We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…

Mathematical Physics · Physics 2019-06-28 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…

Probability · Mathematics 2014-04-08 Yunjiao Hu , Guangqiang Lan

The present paper is devoted to the large deviation principle (LDP), with particular emphasis on the regularity of the quasi-potential for densities of stationary and quasi-stationary distributions of randomly perturbed dynamical systems.…

Dynamical Systems · Mathematics 2025-06-24 Chenchen Mou , Weiwei Qi , Zhongwei Shen , Yingfei Yi

We demonstrate the large deviation principle in the small noise limit for the three dimensional stochastic planetary geostrophic equations of large-scale ocean circulation. In this paper, we first prove the well-posedness of weak solutions…

Probability · Mathematics 2020-08-10 Bo You

Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…

Probability · Mathematics 2019-05-01 Amarjit Budhiraja , Wai-Tong Louis Fan , Ruoyu Wu

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

We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further discuss the…

Probability · Mathematics 2021-02-26 Andrea Agazzi , Luisa Andreis , Robert I. A. Patterson , D. R. Michiel Renger

The study of two-dimensional Coulomb gases lies at the interface of statistical physics and non-Hermitian random matrix theory. In this paper we give a large deviation principle (LDP) for the empirical fields obtained, under the canonical…

Probability · Mathematics 2015-10-07 Thomas Leblé

In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…

Probability · Mathematics 2026-04-01 Sohom Bhattacharya , Nabarun Deb , Sumit Mukherjee

In this work, we consider a system of multidimensional wave equations coupled by velocities with one localized fractional boundary damping. First, using a general criteria of Arendt- Batty, by assuming that the boundary control region…

Analysis of PDEs · Mathematics 2021-04-09 Mohammad Akil , Ali Wehbe

The article obtains large deviation asymptotic for sub-critical communication networks modelled as signal-interference-noise-ratio(SINR) random networks. To achieve this, we define the empirical power measure and the empirical connectivity…

Probability · Mathematics 2021-04-14 E. Sakyi-Yeboah , P. S. Andam , L. Asiedu , K. Doku-Amponsah

In this work we establish a Freidlin-Wentzell type large deviation principle for stochastic nonlinear Schr\"{o}dinger equation, with either focusing or defocusing nonlinearity, driven by nonlinear multiplicative L\'evy noise in the Marcus…

Probability · Mathematics 2024-08-19 Jiahui Zhu , Wei Liu , Jianliang Zhai

Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not give a good approach to large deviation problems for random…

Probability · Mathematics 2020-07-07 Shankar Bhamidi , Amarjit Budhiraja , Paul Dupuis , Ruoyu Wu

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

Probability · Mathematics 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are defined on a one-dimensional bounded interval with Dirichlet…

Probability · Mathematics 2025-02-05 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a "pointwise" large deviation principle (LDP) for the full…

Analysis of PDEs · Mathematics 2010-12-07 Guillaume Bal , Roger Ghanem , Ian Langmore

In this paper, we study the $L^p$-asymptotic stability with $p\in (1,\infty)$ of the one-dimensional nonlinear damped wave equation with a localized damping and Dirichlet boundary conditions in a bounded domain $(0,1)$. We start by…

Analysis of PDEs · Mathematics 2022-08-05 Meryem Kafnemer , Yacine Chitour

This paper is devoted to the exponential stability for one-dimensional linear wave equations with in-domain localized damping and several types of Wentzell (or dynamic) boundary conditions. In a quite general boundary setting, we establish…

Analysis of PDEs · Mathematics 2025-03-31 Abdelhakim Dahmani , Yacine Chitour , Hoai-Minh Nguyen , Christophe Roman

In this paper, we study the $L^p$-asymptotic stability of the one-dimensional linear damped wave equation with Dirichlet boundary conditions in $[0,1]$, with $p\in (1,\infty)$. The damping term is assumed to be linear and localized to an…

Analysis of PDEs · Mathematics 2021-04-13 Meryem Kafnemer , Mebkhout Benmiloud , Frédéric Jean , Yacine Chitour

This paper establishs the large deviation principle (LDP) for multiple averages on $\mathbb{N}^d$. We extend the previous work of [Carinci et al., Indag. Math. 2012] to multidimensional lattice $\mathbb{N}^d$ for $d\geq 2$. The same…

Probability · Mathematics 2021-06-21 Jung-Chao Ban , Wen-Guei Hu , Guan-Yu Lai