Related papers: Large deviations principle for the cubic NLS equat…
We establish noncommutative analogs of some well-known large deviation inequalities for noncommutative random variables. Firstly, for the noncommutative independent case, we characterize the uniformly exponential integrability of random…
We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…
For nonlinear dispersive systems, the nonlinear Schr\"odinger (NLS) equation can usually be derived as a formal approximation equation describing slow spatial and temporal modulations of the envelope of a spatially and temporally…
We prove a vanishing property of the normal form transformation of the 1D cubic nonlinear Schr\"odinger (NLS) equation with periodic boundary conditions on $[0,L]$. We apply this property to quintic resonance interactions and obtain a…
In this paper, a large deviation principle for the strong solution of the p-Laplace equation on unbounded domain driven by small multiplicative Brownian noise is established. The weak convergence approach and the localized time increment…
We demonstrate the large deviation principle in the small noise limit for the mild solution of stochastic evolution equations with monotone nonlinearity. A recently developed method, weak convergent method, has been employed in studying the…
In this paper, we prove that the cubic nonlinear Schr\"odinger equation with the fractional Laplacian on the unit disk is globally well-posed for certain radial initial data below the energy space. The result is proved by extending the…
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…
In this paper, we establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by L\'evy noise. The weak convergence method plays an important role.
We prove sharp $L^\infty$ decay and modified scattering for the Schr\"odinger-Bopp-Podolsky equation in $2$ and $3$ spatial dimensions with small initial data chosen from a weighted Sobolev space.
This paper introduces an extension of the time-splitting sine-spectral (TSSP) method for solving damped focusing nonlinear Schr\"{o}dinger equations (NLS). The method is explicit, unconditionally stable and time transversal invariant.…
We show that the 1d derivative nonlinear Schr\"{o}dinger equation (\ref{equ}) is globally well-posed in $H^s(\mathbb{R})$ for $s\geq 1/2$. We use the linear-nonlinear decomposition method to take advantage of the local smoothing effect of…
The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large…
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…
The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…
As an important tool characterizing the long time behavior of Markov processes, the Donsker-Varadhan LDP (large deviation principle) does not directly apply to distribution dependent SDEs/SPDEs since the solutions are non-Markovian. We…
This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…
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.
We prove the analogue for continuous space-time of the quenched LDP derived in Birkner, Greven and den Hollander (2010) for discrete space-time. In particular, we consider a random environment given by Brownian increments, cut into pieces…
We introduce a new non-resonant low-regularity integrator for the cubic nonlinear Schr\"odinger equation (NLSE) allowing for long-time error estimates which are optimal in the sense of the underlying PDE. The main idea thereby lies in…