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相关论文: Large deviations and Gallavotti-Cohen principle fo…

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In this paper, we establish a large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise. The main difficulties come from the highly non-linear coefficient. Here we adopt a new sufficient…

概率论 · 数学 2021-11-17 Ran Wang , Beibei Zhang

We consider a stochastic 2D Navier-Stokes equation in a bounded domain. The random force is assumed to be non-degenerate and periodic in time, its law has a support localised with respect to both time and space. Slightly strengthening the…

概率论 · 数学 2022-05-10 Xuhui Peng , Lihu Xu

We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…

数学物理 · 物理学 2007-05-23 Joel L. Lebowitz , Marco Lenci , Herbert Spohn

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…

数学物理 · 物理学 2019-06-28 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

We are dealing with the validity of a large deviation principle for a class of reaction-diffusion equations with polynomial nonlinearity, perturbed by a Gaussian random forcing. We are here interested in the regime where both the strength…

概率论 · 数学 2017-05-02 Sandra Cerrai , Arnaud Debussche

We prove a large deviations principle for the empirical measure of the one dimensional symmetric simple exclusion process in contact with reservoirs. The dynamics of the reservoirs is slowed down with respect to the dynamics of the system,…

概率论 · 数学 2021-07-16 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

We prove the small-noise large deviation principle (LDP) for stochastic evolution equations in an $L^2$-setting. As the coefficients are allowed to be non-coercive, our framework encompasses a much broader scope than variational settings.…

概率论 · 数学 2025-12-23 Esmée Theewis

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…

概率论 · 数学 2022-06-07 Peipei Gao , Yong Liu , Yue Sun , Zuohuan Zheng

We consider a lattice gas on the discrete d-dimensional torus $(\mathbb{Z}/N\mathbb{Z})^d$ with a generic translation invariant, finite range interaction satisfying a uniform strong mixing condition. The lattice gas performs a Kawasaki…

数学物理 · 物理学 2013-02-13 Lorenzo Bertini , Alessandra Faggionato , Davide Gabrielli

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

概率论 · 数学 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

We derive a Gronwall type inequality for mild solutions of non-autonomous parabolic rough partial differential equations (RPDEs). This inequality together with an analysis of the Cameron-Martin space associated to the noise, allows us to…

概率论 · 数学 2025-10-30 Alexandra Blessing , Mazyar Ghani Varzaneh , Tim Seitz

In this paper, we provide a criterion on uniform large deviation principles (ULDP) for stochastic differential equations under locally weak monotone conditions and Lyapunov conditions, which can be applied to stochastic systems with…

概率论 · 数学 2024-09-05 Jian Wang , Hao Yang

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…

概率论 · 数学 2024-02-27 Jifa Jiang , Jian Wang , Jianliang Zhai , Tusheng Zhang

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…

概率论 · 数学 2023-06-02 Wei Hong , Shihu Li , Wei Liu , Xiaobin Sun

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

概率论 · 数学 2012-04-05 Paul Dupuis , Konstantinos Spiliopoulos

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…

We shall establish a large deviation principle for some occupation measure of the stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises. As a consequence, we obtain the exact rate of exponential ergodicity of the…

概率论 · 数学 2015-01-28 Ran Wang , Jie Xiong , Lihu Xu

We consider noise perturbations of delay differential equations (DDE) experiencing Hopf bifurcation. The noise is assumed to be exponentially ergodic, i.e. transition density converges to stationary density exponentially fast uniformly in…

In this paper we numerically examine the connection of the Gallavotti-Cohen fluctuation formula and the functional form of the corresponding probability density function in the field driven Lorentz gas thermostated by the Gaussian…

混沌动力学 · 物理学 2007-05-23 M. Dolowschiak , Z. Kovacs

This paper investigates the asymptotic behavior of path-dependent multivalued McKean-Vlasov stochastic differential equations perturbed by small noise. Specifically, we first establish a large deviation principle for such equations under…

概率论 · 数学 2026-05-11 Ying Ma , Huijie Qiao