Large deviations for stochastic generalized porous media equations
From MaRDI portal
Publication:860693
DOI10.1016/j.spa.2006.05.007zbMath1155.60313arXivmath/0512463OpenAlexW2092604708MaRDI QIDQ860693
Feng-Yu Wang, Li-ming Wu, Michael Roeckner
Publication date: 9 January 2007
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0512463
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Applications of operator theory to differential and integral equations (47N20) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items
Distribution-dependent stochastic porous media equations ⋮ Harnack inequality and applications for stochastic generalized porous media equations ⋮ Stochastic generalized porous media and fast diffusion equations ⋮ Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations ⋮ Donsker-Varadhan large deviations for path-distribution dependent SPDEs ⋮ SPDE in Hilbert space with locally monotone coefficients ⋮ Large deviation principle for SDEs with Dini continuous drifts ⋮ Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations ⋮ The dynamics of the stochastic shadow Gierer-Meinhardt system ⋮ Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one ⋮ Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations ⋮ Large Deviations for Stochastic Generalized Porous Media Equations Driven by Lévy Noise ⋮ Large deviation principle for a class of SPDE with locally monotone coefficients ⋮ Large deviations for stochastic porous media equation on general measure spaces ⋮ Exponential stability of stochastic generalized porous media equations with jump ⋮ Freidlin-Wentzell's large deviations for stochastic evolution equations ⋮ Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs ⋮ Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations ⋮ INVARIANCE OF SUBSPACES UNDER THE SOLUTION FLOW OF SPDE ⋮ Large deviations for nonlocal stochastic neural fields ⋮ Large deviations for stochastic evolution equations with small multiplicative noise ⋮ Wentzell-Freidlin large deviation principle for stochastic convective Brinkman-Forchheimer equations ⋮ Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise ⋮ Large deviations for stochastic porous media equations ⋮ Stochastic generalized porous media equations driven by Lévy noise with increasing Lipschitz nonlinearities ⋮ Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise ⋮ Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations ⋮ Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Invariant measures of generalized stochastic porous medium equations
- Large time behaviour of solutions of the porous medium equation in bounded domains
- Introduction to the theory of (non-symmetric) Dirichlet forms
- Small-time Gaussian behavior of symmetric diffusion semigroups
- Large deviations for a Burgers'-type SPDE
- Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
- Weak solutions to stochastic porous media equations
- Stochastic Equations in Infinite Dimensions
- Diffusion processes in a small time interval
- Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity