Related papers: Large deviations principle for the cubic NLS equat…

In this article, we revisit the work of \cite{garrido2023large}, and prove large deviation principles for more general random initial data for cubic NLS. The Fourier coefficient of our random data admits an optimal polynomial decay.

We prove the the large deviation principle(LDP) for the law of the one-dimensional semilinear stochastic partial differential equations driven by nonlinear multiplicative noise. Firstly, combining the energy estimate and approximation…

In this paper we study the Large Deviation Principle (LDP in abbreviation) for a class of Stochastic Partial Differential Equations (SPDEs) in the whole space $\mathbb{R}^d$, with arbitrary dimension $d\geq 1$, under random influence which…

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…

We consider the initial value problem for cubic derivative nonlinear Schr\"odinger equation in one space dimension. Under a suitable weakly dissipative condition on the nonlinearity, we show that the small data solution has a logarithmic…

We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly growing coefficients, which covers a large class of cases…

Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the critical variational setting, a recently developed general…

In this paper we discuss quantitative (pointwise) decay estimates for solutions to the 3D cubic defocusing Nonlinear Schr\"odinger equation with various initial data, deterministic and random. We show that nonlinear solutions enjoy the same…

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…

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…

The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…

We consider the initial value problem for cubic derivative nonlinear Schr\"odinger equations possessing weakly dissipative structure in one space dimension. We show that the small data solution decays like $O((\log t)^{-1/4})$ in $L^2$ as…

We show the sharp global well posedness for the Cauchy problem for the cubic (quartic) non-elliptic derivative Schr\"odinger equations with small rough data in modulation spaces $M^s_{2,1}(\mathbb{R}^n)$ for $n\ge 3$ ($n= 2$). In 2D cubic…

We prove a large-data $L^2$-decay estimate for nonlinear dissipative Schr\"odinger equations with attractive-dissipative power nonlinearity. The main difficulty is the lack of sign definiteness of the standard energy when $\Re\lambda<0$,…

In this paper, we prove the large deviation principle (LDP) for stochastic differential equations driven by stochastic integrals in one dimension. The result can be proved with a minimal use of rough path theory, and this implies the LDP…

In this paper, we consider the large deviations principles (LDPs) for the stochastic linear Schr\"odinger equation and its symplectic discretizations. These numerical discretizations are the spatial semi-discretization based on spectral…

We study the large deviations principle (LDP) for stationary solutions of a class of stochastic differential equations (SDE) in infinite time intervals by the weak convergence approach, and then establish the LDP for the invariant measures…

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.

We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…

We investigate the large deviation principle (LDP) of the stationary solutions of stochastic functional differential equations (SFDEs) with infinite delay under small random perturbation. First, we demonstrate the existence and uniqueness…