SearcharxivSearch

arXiv · 2604.17253

Large Deviations for the Nonlinear Schr\"odinger Equation with Randomized Quasi-Periodic Initial Data in Higher Dimensions: Subcritical Case

Abstract

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 \emph{Large Deviations Principle} for rogue waves in the so-called \emph{subcritical} time regime. The proof proceeds in two main steps. We first characterize the distribution of the linear solution and establish the corresponding linear large deviations principle. The lower bound is obtained via pointwise estimates, while the upper bound follows from a combination of truncation and probabilistic arguments. {The method used in this step appears to be {\em new}; compare with \cite{GGKS23}.} We then perform a detailed combinatorial analysis of the Picard iteration, deriving an effective bound for the Duhamel term and thereby establishing the nonlinear large deviations principle.

Explore related subjects

Keep this discovery

BibTeXRIS

Fei Xu, Yong Li. 2026-04-19. Large Deviations for the Nonlinear Schr\"odinger Equation with Randomized Quasi-Periodic Initial Data in Higher Dimensions: Subcritical Case. https://arxiv.org/abs/2604.17253

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR