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

DOI10.1016/J.JDE.2012.08.041zbMATH Open1256.35217arXiv1001.4826OpenAlexW2000373614MaRDI QIDQ1759902FDOQ1759902

Authors: W. Wang, A. J. Roberts, Jinqiao Duan 

Publication date: 22 November 2012

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a stochastic partial differential equation with small Gaussian perturbation. This also confirms the effectiveness of the approximation of the averaged equation plus the fluctuating deviation to the slow-fast stochastic partial differential equations.

Full work available at URL: https://arxiv.org/abs/1001.4826

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zbMATH Keywords

large deviation principleaveraged equationFreidlin and Wentzell estimatesslow-fast reaction-diffusion SPDEs

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (33)

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