Large deviation for two-time-scale stochastic Burgers equation
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Abstract: A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-dimensional stochastic Burgers equation with small noise and the fast component is a stochastic reaction-diffusion equation. Our approach is via the weak convergence criterion developed in [3].
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Cited in
(21)- Averaging principle for one dimensional stochastic Burgers equation
- Large deviation principle for stochastic Burgers type equation with reflection
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