Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term (Q1766511): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2069441636 / rank
 
Normal rank

Latest revision as of 00:33, 20 March 2024

scientific article
Language Label Description Also known as
English
Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term
scientific article

    Statements

    Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term (English)
    0 references
    0 references
    0 references
    8 March 2005
    0 references
    The authors prove a large deviations principle, as \(\varepsilon\) tends to zero, for the family of invariant measures of stochastic reaction-diffusion systems of the form \[ \begin{aligned} \frac{\partial u_i}{\partial t}(t,\xi) = &\mathcal{A}_i u_i(t,\xi)+f_i(\xi,u_1(t,\xi),\dots,u_r(t,\xi))+\\ & + \varepsilon\sum_{j=1}^r g_{ij}(\xi,u_1(t,\xi),\dots,u_r(t,\xi))\mathcal{Q}_j \frac{\partial w_j}{\partial t}(t,\xi),\end{aligned} \] \(t\geq 0\), \(\xi\in \bar{\mathcal{O}}\), with some initial and boundary conditions. \(\mathcal{O}\) is a bounded open set in \(\mathbb{R}^d\), \(d\geq 1\), the differential operators \(\mathcal{A}_i\) are uniformly elliptic, \(\mathcal{Q}_j\) are bounded operators on \(L^2(\mathcal{O})\) and the random perturbations \({\partial w_j}/{\partial t}\) are independent cylindrical Wiener processes. The drift \(f\) is locally Lipschitz and has polynomial growth and \(g\) is globally Lipschitz and may be degenerate. Due to the hypothesis on \(f\), \(g\) and the general space dimension \(d\geq 1\), the authors make use of new techniques and generalise related results of \textit{R. B. Sowers} [Ann. Probab. 20, No.~1, 504--537 (1992; Zbl 0749.60059) and Probab. Theory Relat. Fields 92, No.~3, 393--421 (1992; Zbl 0767.60025)].
    0 references
    large deviations principle
    0 references
    stochastic partial differential equations
    0 references
    invariant measures
    0 references

    Identifiers