Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise (Q495559): Difference between revisions
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Property / author | |||
Property / author: Zdzisław Brzeźniak / rank | |||
Property / author | |||
Property / author: Sandra Cerrai / rank | |||
Property / author | |||
Property / author: Mark I. Freidlin / rank | |||
Property / review text | |||
The authors consider a 2-dimensional stochastic Navier-Stokes equation in a regular bounded open domain perturbed by a small Gaussian noise \(\omega ^{Q_\delta}\) for \(\delta>0\), white in time and colored in space. For any \(\delta\), \(Q_\delta\) is a positive linear operator. The aim of the paper is to describe the small noise asymptotics of this case. It is assumed that when \(\delta \to 0\), the noise converges to the white noise in space and time. For every \(\delta >0\), the family of solutions satisfies a large deviations principle with action functional \(S_T^\delta\) and the corresponding quasi-potential \(U_\delta\). The authors prove that, when \(\delta\) goes to zero, then \(U_\delta\) converges to \(U\), with the action functional \(S_T^\delta\) replaced by \(S_T\) (corresponding to the case \(Q^0=I\)), in spite of the fact that the Navier-Stokes equation has no meaning in the space of square integrable functions. Moreover, in the case of the stochastic Navier-Stokes equations with periodic boundary conditions, \(U\) is computed explicitly. In the second part of the paper, the expected exit time of the solution from a determined domain is studied. More precisely, the expectation of the exit time can be explained in terms of the quasi-potential. | |||
Property / review text: The authors consider a 2-dimensional stochastic Navier-Stokes equation in a regular bounded open domain perturbed by a small Gaussian noise \(\omega ^{Q_\delta}\) for \(\delta>0\), white in time and colored in space. For any \(\delta\), \(Q_\delta\) is a positive linear operator. The aim of the paper is to describe the small noise asymptotics of this case. It is assumed that when \(\delta \to 0\), the noise converges to the white noise in space and time. For every \(\delta >0\), the family of solutions satisfies a large deviations principle with action functional \(S_T^\delta\) and the corresponding quasi-potential \(U_\delta\). The authors prove that, when \(\delta\) goes to zero, then \(U_\delta\) converges to \(U\), with the action functional \(S_T^\delta\) replaced by \(S_T\) (corresponding to the case \(Q^0=I\)), in spite of the fact that the Navier-Stokes equation has no meaning in the space of square integrable functions. Moreover, in the case of the stochastic Navier-Stokes equations with periodic boundary conditions, \(U\) is computed explicitly. In the second part of the paper, the expected exit time of the solution from a determined domain is studied. More precisely, the expectation of the exit time can be explained in terms of the quasi-potential. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Carles Rovira / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35Q30 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49J45 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6481967 / rank | |||
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Property / zbMATH Keywords | |||
stochastic Navier-Stokes equation | |||
Property / zbMATH Keywords: stochastic Navier-Stokes equation / rank | |||
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large deviations | |||
Property / zbMATH Keywords: large deviations / rank | |||
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quasi-potential | |||
Property / zbMATH Keywords: quasi-potential / rank | |||
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exit problem | |||
Property / zbMATH Keywords: exit problem / rank | |||
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relaxation | |||
Property / zbMATH Keywords: relaxation / rank | |||
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\(\Gamma\)-convergence | |||
Property / zbMATH Keywords: \(\Gamma\)-convergence / rank | |||
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Property / author | |||
Property / author: Zdzisław Brzeźniak / rank | |||
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Property / author | |||
Property / author: Sandra Cerrai / rank | |||
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Property / author | |||
Property / author: Mark I. Freidlin / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2034510202 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1401.6299 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Revision as of 18:04, 10 July 2024
scientific article
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English | Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise |
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Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise (English)
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14 September 2015
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The authors consider a 2-dimensional stochastic Navier-Stokes equation in a regular bounded open domain perturbed by a small Gaussian noise \(\omega ^{Q_\delta}\) for \(\delta>0\), white in time and colored in space. For any \(\delta\), \(Q_\delta\) is a positive linear operator. The aim of the paper is to describe the small noise asymptotics of this case. It is assumed that when \(\delta \to 0\), the noise converges to the white noise in space and time. For every \(\delta >0\), the family of solutions satisfies a large deviations principle with action functional \(S_T^\delta\) and the corresponding quasi-potential \(U_\delta\). The authors prove that, when \(\delta\) goes to zero, then \(U_\delta\) converges to \(U\), with the action functional \(S_T^\delta\) replaced by \(S_T\) (corresponding to the case \(Q^0=I\)), in spite of the fact that the Navier-Stokes equation has no meaning in the space of square integrable functions. Moreover, in the case of the stochastic Navier-Stokes equations with periodic boundary conditions, \(U\) is computed explicitly. In the second part of the paper, the expected exit time of the solution from a determined domain is studied. More precisely, the expectation of the exit time can be explained in terms of the quasi-potential.
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stochastic Navier-Stokes equation
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large deviations
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quasi-potential
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exit problem
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relaxation
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\(\Gamma\)-convergence
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