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This paper is devoted to investigating Freidlin-Wentzell's large deviation principle for one (spatial) dimensional nonlinear stochastic wave equation $\frac{\partial^2 u^{\e}(t,x)}{\partial t^2}=\frac{\partial^2 u^{\e}(t,x)}{\partial…

概率论 · 数学 2022-11-29 Li Ruinan , Zhang Beibei

In this paper, we consider Fredlin-Wentzell type large deviation principle (LDP) of multidimensional reflected stochastic partial differential equations in a convex domain, allowing for oblique direction of reflection. To prove the LDP, a…

概率论 · 数学 2023-04-03 Hong Shaopeng , Liu Xiangdong

This thesis is devoted to the study of ergodicity and large deviations for the stochastic nonlinear wave (NLW) equation with smooth white noise in 3D. Under some standard growth and dissipativity assumptions on the nonlinearity, we show…

偏微分方程分析 · 数学 2015-11-30 Davit Martirosyan

In this work we establish a Freidlin-Wentzell type large deviation principle for stochastic nonlinear Schr\"{o}dinger equation, with either focusing or defocusing nonlinearity, driven by nonlinear multiplicative L\'evy noise in the Marcus…

概率论 · 数学 2024-08-19 Jiahui Zhu , Wei Liu , Jianliang Zhai

We establish the well-posedness of stationary solutions for a class of SPDEs with locally monotone coefficients, and prove the Freidlin--Wentzell large deviation principle (LDP) for these stationary solutions. The LDP for the associated…

概率论 · 数学 2026-04-27 Yong Liu , Bin Tang , Rangrang Zhang

We consider the damped nonlinear wave (NLW) equation driven by a spatially regular white noise. Assuming that the noise is non-degenerate in all Fourier modes, we establish a large deviations principle (LDP) for the occupation measures of…

偏微分方程分析 · 数学 2015-05-15 Davit Martirosyan , Vahagn Nersesyan

In this paper, we consider stochastic reaction-diffusion equations with super-linear drift on the real line $\mathbb{R}$ driven by space-time white noise. A Freidlin-Wentzell large deviation principle is established by a modified weak…

概率论 · 数学 2025-02-12 Yue Li , Shijie Shang , Jianliang Zhai

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…

概率论 · 数学 2024-01-23 Weina Wu , Jianliang Zhai , Jiahui Zhu

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…

概率论 · 数学 2021-10-14 Jian Wang , Hao Yang , Jianliang Zhai , Tusheng Zhang

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…

概率论 · 数学 2022-12-13 Ankit Kumar , Manil T. Mohan

In this paper, we establish the Freidlin-Wentzell's large deviations for quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone. The proof is based on the…

概率论 · 数学 2019-12-23 Zhao Dong , Rangrang Zhang , Tusheng Zhang

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…

概率论 · 数学 2010-05-06 Wei Liu

We prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations with monotone drifts, which in particular contains a class of SDEs with reflection in a convex domain.

概率论 · 数学 2009-12-31 Jiagang Ren , Siyan Xu , Xicheng Zhang

In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…

概率论 · 数学 2024-05-07 Bixiang Wang

We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear…

概率论 · 数学 2008-01-14 Jiagang Ren , Xicheng Zhang

A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-dimensional stochastic Burgers equation with small noise and…

概率论 · 数学 2020-03-10 Xiaobin Sun , Ran Wang , Lihu Xu , Xue Yang

We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: $$\frac{\partial u^\varepsilon(t,x)}{\partial t} = \frac{\partial^2 u^\varepsilon(t,x)}{\partial…

概率论 · 数学 2022-08-26 Ruinan Li , Ran Wang , Beibei Zhang

In this article, we established a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by space-time white noise.

概率论 · 数学 2012-04-02 Tusheng Zhang

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…

概率论 · 数学 2021-06-29 Wei Hong , Shihu Li , Wei Liu

In this paper, we establish the Freidlin-Wentzell type large deviation principles for porous medium-type equations perturbed by small multiplicative noise. The porous medium operator $\Delta (|u|^{m-1}u)$ is allowed. Our proof is based on…

概率论 · 数学 2020-04-01 Rangrang Zhang
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