Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations (Q6083317): Difference between revisions

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scientific article; zbMATH DE number 7757715

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English	Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations	scientific article; zbMATH DE number 7757715

Statements

scholarly article

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Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations (English)

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Journal of Differential Equations

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publication date

31 October 2023

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full work available at URL

https://arxiv.org/abs/2010.09018

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zbMATH Keywords

convective Brinkman-Forchheimer equations

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averaging principle

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invariant measure

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large deviation principle

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weak convergence

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Khasminkii's time discretization

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MaRDI profile type

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The Navier–Stokes problem modified by an absorption term

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Analysis and control of nonlinear infinite dimensional systems

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Multi-timescale systems and fast-slow analysis

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On stochastic modified 3D Navier-Stokes equations with anisotropic viscosity

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Strong and weak orders in averaging for SPDEs

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Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component

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Stochastic tamed Navier-Stokes equations on \(\mathbb{R}^3\): the existence and the uniqueness of solutions and the existence of an invariant measure

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Invariant measure for the stochastic Navier-Stokes equations in unbounded 2D domains

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Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations on a torus

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Large deviations for (1 + 1)-dimensional stochastic geometric wave equation

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Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation

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Large deviations for infinite dimensional stochastic dynamical systems

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The best constant in the Davis inequality for the expectation of the martingale square function

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A Khasminskii type averaging principle for stochastic reaction-diffusion equations

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Averaging Principle for Systems of Reaction-Diffusion Equations with Polynomial Nonlinearities Perturbed by Multiplicative Noise

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Averaging principle for a class of stochastic reaction-diffusion equations

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Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case

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Stochastic 2D hydrodynamical type systems: well posedness and large deviations

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Stochastic Equations in Infinite Dimensions

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Ergodicity for Infinite Dimensional Systems

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Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift

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On the integrability of the martingale square function

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Ergodicity Results for the Stochastic Navier–Stokes Equations: An Introduction

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Averaging principle for one dimensional stochastic Burgers equation

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Large deviations for multiscale diffusion via weak convergence methods

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Simultaneous approximation in Lebesgue and Sobolev norms via eigenspaces

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Ergodicity of the 2-D Navier-Stokes equation under random perturbations

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AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

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Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations

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Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales

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Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales

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Well-posedness and invariant measures for a class of stochastic 3D Navier-Stokes equations with damping driven by jump noise

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Averaging principles for stochastic 2D Navier-Stokes equations

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Averaging principle for slow–fast stochastic 2D Navier–Stokes equation driven by Lévy noise

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A large deviation principle for 2D stochastic Navier-Stokes equation

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Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing

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Energy equality for the 3D critical convective Brinkman-Forchheimer equations

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Multiple timescales, mixed mode oscillations and canards in models of intracellular calcium dynamics

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Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs

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Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations

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Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations

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Smooth attractors for the Brinkman-Forchheimer equations with fast growing nonlinearities

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Large deviations for two-time-scale diffusions, with delays

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Large deviations for multi-scale jump-diffusion processes

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Large deviations for two scaled diffusions

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Large deviations for two-scale chemical kinetic processes

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Stochastic 3D Navier–Stokes Equations with Nonlinear Damping: Martingale Solution, Strong Solution and Small Time LDP

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Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients

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Local and global well-posedness of SPDE with generalized coercivity conditions

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Well-posedness of stochastic partial differential equations with Lyapunov condition

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On the maximal inequalities of Burkholder, Davis and Gundy

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Weak pullback mean random attractors for the stochastic convective Brinkman–Forchheimer equations and locally monotone stochastic partial differential equations

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Wentzell-Freidlin large deviation principle for stochastic convective Brinkman-Forchheimer equations

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Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations

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Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one

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PDE and martingale methods in option pricing.

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Large deviations of Markov chains with multiple time-scales

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On large deviations of coupled diffusions with time scale separation

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Large deviations for stochastic generalized porous media equations

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TAMED 3D NAVIER–STOKES EQUATION: EXISTENCE, UNIQUENESS AND REGULARITY

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Stochastic tamed 3D Navier-Stokes equations: existence, uniqueness and ergodicity

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Large deviations for stochastic tamed 3D Navier-Stokes equations

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Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles

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Large deviations and importance sampling for systems of slow-fast motion

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Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise

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Large deviation for two-time-scale stochastic burgers equation

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On the uniqueness of solutions of stochastic differential equations

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On large deviations for SDEs with small diffusion and averaging.

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Average and deviation for slow-fast stochastic partial differential equations

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Large deviations and approximations for slow-fast stochastic reaction-diffusion equations

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Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients

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Identifiers

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JDE.2023.08.029

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Sitelinks

Mathematics(1 entry)

mardi Publication:6083317

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