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We establish a Freidlin-Wentzell type large deviation principle (LDP) for a class of stochastic partial differential equations with locally monotone coefficients driven by L\'evy noise. Our results essentially improve a recent work on this…

Probability · Mathematics 2024-01-23 Weina Wu , Jianliang Zhai , Jiahui Zhu

The aim of this paper is threefold. Firstly, we prove the existence and the uniqueness of a global strong (in both the probabilistic and the PDE senses) $\mathrm{H}^{1}_2$-valued solution to the 2D stochastic Navier-Stokes equations (SNSEs)…

Probability · Mathematics 2021-10-06 Zdzislaw Brzezniak , Xuhui Peng , Jianliang Zhai

The present work is concerned about two-dimensional stochastic convective Brinkman-Forchheimer (2D SCBF) equations perturbed by a white noise (non degenerate) in smooth bounded domains in $\R^{2}$. We establish two important properties of…

Probability · Mathematics 2021-01-19 Ankit Kumar , Manil T. Mohan

In this paper, we prove a central limit theorem and establish a moderate deviation principle for 2D stochastic hydrodynamical type systems with multiplicative noise in unbounded domains, which covers 2D Navier-Stokes equations, 2D MHD…

Probability · Mathematics 2016-02-16 Juan Yang , Jianliang Zhai

In this paper, we show the existence and uniqueness of a strong solution to stochastic 3D tamed Navier-Stokes equations driven by multiplicative Levy noise with periodic boundary conditions. Then we establish the large deviation principles…

Probability · Mathematics 2020-02-24 Zhao Dong , Rangrang Zhang

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 dynamical large deviations principle for the three-dimensional incompressible Landau-Lifschitz-Navier-Stokes equations is shown, in the joint scaling regime of vanishing noise intensity and correlation length. This proves the…

Probability · Mathematics 2024-03-07 Benjamin Gess , Daniel Heydecker , Zhengyan Wu

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…

Analysis of PDEs · Mathematics 2014-10-24 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

We establish a large deviation principle (LDP) for a class of stochastic porous media equations driven by L\'{e}vy-type noise on a $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, with the Laplacian replaced by a negative definite…

Probability · Mathematics 2023-12-07 Weina Wu , Jianliang Zhai

This paper is devoted to investigating the Freidlin-Wentzell's large deviation principle for a class of McKean-Vlasov quasilinear SPDEs perturbed by small multiplicative noise. We adopt the variational framework and the modified weak…

Probability · Mathematics 2021-06-29 Wei Hong , Shihu Li , Wei Liu

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

We study the small noise asymptotics for two-dimensional Navier-Stokes equa- tions driven by Levy noise. Central limit theorem and moderate deviation are established under appropriate assumptions, which describes the exponen- tial rate of…

Probability · Mathematics 2017-11-28 Ran Wang , Jianliang Zhai

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

Probability · Mathematics 2020-11-17 Carlo Orrieri

The main objective of this paper is to demonstrate the uniform large deviation principle (UDLP) for the solutions of two-dimensional stochastic Navier-Stokes equations (SNSE) in the vorticity form when perturbed by two distinct types of…

Probability · Mathematics 2023-04-24 Ankit Kumar , Manil T. Mohan

The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…

Probability · Mathematics 2022-12-27 Ankit Kumar , Manil T. Mohan

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 investigate periodic points of the Dyck shift from the viewpoint of large deviations. We establish the level-2 Large Deviation Principle with the rate function given in terms of Kolmogorov-Sinai entropies of shift-invariant Borel…

Dynamical Systems · Mathematics 2025-03-19 Hiroki Takahasi

In this work, we study large deviation properties of the covariance process in fully connected Gaussian deep neural networks. More precisely, we establish a large deviation principle (LDP) for the covariance process in a functional…

Probability · Mathematics 2025-05-14 Luisa Andreis , Federico Bassetti , Christian Hirsch

In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of…

Probability · Mathematics 2024-02-27 Jifa Jiang , Jian Wang , Jianliang Zhai , Tusheng Zhang

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