Related papers: Multi-time Loewner energy: rate function for large…

This paper deals with the following Petrovsky equation with damping and nonlinear source \[u_{tt}+\Delta^2 u-M(\|\nabla u\|_2^2)\Delta u-\Delta u_t+|u_t|^{m(x)-2}u_t=|u|^{p(x)-2}u\] under initial-boundary value conditions, where $M(s)=a+…

This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…

In this paper we prove exact forms of large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. We also show that a fractional Brownian motion and the related…

In this paper, we aim to study the asymptotic behavior for multi-scale McKean-Vlasov stochastic dynamical systems. Firstly, we obtain a central limit type theorem, i.e, the deviation between the slow component $X^{\varepsilon}$ and the…

We consider temporal models of rapidly changing Markovian networks modulated by time-evolving spatially dependent kernels that define rates for edge formation and dissolution. Alternatively, these can be viewed as Markovian networks with…

We consider the solution of $\partial_t u=\partial_x^2 u+\partial_x\partial_t B,\,(x,t)\in R\times(0,\infty)$, subject to $u(x,0)=0,\,x\in R$, where $B$ is a Brownian sheet. We show that $u$ also satisfies $\partial_x^2 u…

We prove that the stationary measure associated to a boundary driven exclusion process in any dimension satisfies a large deviation principle with rate function given by the quasi potential of the Freidlin and Wentzell theory.

We prove an energy estimate for the polar empirical measure of the two-dimensional symmetric simple exclusion process. We deduce from this estimate and from results in reference [2] large deviations principles for the polar empirical…

We develop a relativistic lattice Boltzmann (LB) model, providing a more accurate description of dissipative phenomena in relativistic hydrodynamics than previously available with existing LB schemes. The procedure applies to the…

We identify the deviation from the straight line error (DSLE) -- i.e., the spurious non-linearity of the total energy as a function of fractional particle number -- as the main source for the discrepancy between experimental vertical…

The double distribution function approach is an efficient route towards extension of kinetic solvers to compressible flows. With a number of realizations available, an overview and comparative study in the context of high speed compressible…

When analysing statistical systems or stochastic processes, it is often interesting to ask how they behave given that some observable takes some prescribed value. This conditioning problem is well understood within the linear operator…

Using the Coulomb corrections to some important parameters of a revised Moliere multiple scattering theory, we have obtained analytically and numerically the Coulomb corrections to the quantities of the Migdal theory of the…

We consider a large class of nonlinear FPKEs with coefficients of Nemytskii-type depending explicitly on time and space, for which it is known that there exists a sufficiently Sobolev-regular distributional solution u in L^1 and L^\infty.…

Multi-time wave functions are wave functions for multi-particle quantum systems that involve several time variables (one per particle). In this paper we contrast them with solutions of wave equations on a space-time with multiple timelike…

We develop an approach to time-consistent risk evaluation of continuous-time processes in Markov systems. Our analysis is based on dual representation of coherent risk measures, differentiability concepts for multivalued mappings, and a…

We consider multiple radial SLE curves with various time parameterizations and possible spiraling behavior. We construct them by tilting independent radial SLEs with a suitable local martingale, generalizing the earlier construction by…

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…

The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak convergence approach. Then the central limit theorem for them…

We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the…