Large deviation principle for a stochastic Allen-Cahn equation

DOI10.1007/S10959-016-0711-7MaRDI QIDQ1745271zbMATH OpenOpenAlexFDO

Authors Martin Heida, Matthias Röger

Publication date 20 April 2018

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.03917

zbMATH Keywords

stochastic partial differential equationslarge deviationsAllen-Cahn equationstochastic flows

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Methods involving semicontinuity and convergence; relaxation (49J45)

Abstract: In this paper we consider the Allen-Cahn equation perturbed by a stochastic flux term and prove a large deviation principle. Using an associated stochastic flow of diffeomorphisms the equation can be transformed to a parabolic partial differential equation with random coefficients. We use this structure and first provide a large deviation principle for stochastic flows in function spaces with H"older-continuity in time. Second, we use a continuity argument and deduce a large deviation principle for the stochastic Allen-Cahn equation.

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Cited in

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• Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise
• Large deviations approach to a one-dimensional, time-periodic stochastic model of pattern formation
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