Large deviations for stochastic partial differential equations driven by a Poisson random measure

DOI10.1016/J.SPA.2012.09.010zbMATH Open1259.60065arXiv1203.4020OpenAlexW2056734540MaRDI QIDQ1933599FDOQ1933599

Amarjit Budhiraja, Paul Dupuis, Jiang Chen

Publication date: 24 January 2013

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential equations (PDE). A systematic framework for the study of probabilities of deviations of the stochastic PDE from the deterministic PDE is through the theory of large deviations. The goal of this work is to develop the large deviation theory for small Poisson noise perturbations of a general class of deterministic infinite dimensional models. Although the analogous questions for finite dimensional systems have been well studied, there are currently no general results in the infinite dimensional setting. This is in part due to the fact that in this setting solutions may have little spatial regularity, and thus classical approximation methods for large deviation analysis become intractable. The approach taken here, which is based on a variational representation for nonnegative functionals of general PRM, reduces the proof of the large deviation principle to establishing basic qualitative properties for controlled analogues of the underlying stochastic system. As an illustration of the general theory, we consider a particular system that models the spread of a pollutant in a waterway.

Full work available at URL: https://arxiv.org/abs/1203.4020

zbMATH Keywords

stochastic partial differential equationslarge deviationsPoisson random measurevariational representationdiffusion equation with Poisson point sourceFreidlin-Wentzell asymptotics

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

Cited In (80)

• A Curie-Weiss model with dissipation
• Large deviation principle for the mean reflected stochastic differential equation with jumps
• Large deviations for multi-scale regime-switching jump diffusion systems
• Well-posedness and large deviations for 2D stochastic constrained Navier-Stokes equations driven by Lévy noise in the Marcus canonical form
• Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations
• Large deviation principle for a mixed fractional and jump diffusion process
• Moderate deviations for neutral stochastic differential delay equations with jumps
• Large deviation principle for a class of SPDE with locally monotone coefficients
• Large Deviations for the Single-Server Queue and the Reneging Paradox
• Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
• Moderate deviation principles for stochastic differential equations with jumps
• Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
• Large time behavior in Wasserstein spaces and relative entropy for bipolar drift-diffusion-Poisson models
• Large deviations for invariant measures of stochastic differential equations with jumps
• Derivative formulae for stochastic differential equations driven by Poisson random measures
• 3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: existence, uniqueness and large deviations
• Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
• A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise
• Many-server asymptotics for join-the-shortest-queue: large deviations and rare events
• Large deviation for a 2D Allen–Cahn–Navier–Stokes model under random influences
• Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
• Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models
• ON A SEMILINEAR DOUBLE FRACTIONAL HEAT EQUATION DRIVEN BY FRACTIONAL BROWNIAN SHEET
• Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
• Some asymptotic results for nonlinear Hawkes processes
• Most probable dynamics of stochastic dynamical systems with exponentially light jump fluctuations
• SPDEs in infinite dimension with Poisson noise
• Well-posedness and large deviations for a class of SPDEs with Lévy noise
• The first exit problem of reaction-diffusion equations for small multiplicative L\'evy noise
• Large deviations for multidimensional state-dependent shot-noise processes
• Large deviations for stochastic heat equations with memory driven by Lévy-type noise
• Large deviations for multi-scale jump-diffusion processes
• Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations
• Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise
• On large time asymptotics for drift-diffusion-poisson systems
• Large deviation principle for SDEs with Dini continuous drifts
• Large deviation principle for semilinear stochastic evolution equations with Poisson noise
• Large deviations for a slow-fast system with jump-diffusion processes
• Asymptotics of stochastic Burgers equation with jumps
• Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure
• Large deviations for quasilinear parabolic stochastic partial differential equations
• Rare event asymptotics for exploration processes for random graphs
• Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
• Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
• Large deviations for neutral functional SDEs with jumps
• Filtering with marked point process observations via Poisson chaos expansion
• Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
• Large deviation for a 2D Cahn-Hilliard-Navier-Stokes model under random influences
• Large deviations for small noise diffusions in a fast Markovian environment
• Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
• Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
• Large deviations for 2D primitive equations driven by multiplicative Lévy noises
• The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
• Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy Noise
• Large deviations for SPDEs of jump type
• Large deviation principles for a 2D liquid crystal model with jump noise
• Singular SDEs with critical non-local and non-symmetric Lévy type generator
• Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs
• Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
• Large deviations for neutral stochastic functional differential equations
• Large and moderate deviations for stochastic Volterra systems
• Large Deviations for Stochastic Generalized Porous Media Equations Driven by Lévy Noise
• Stochastic dynamics and data science
• Uniform large deviation principle for the solutions of two-dimensional stochastic Navier-Stokes equations in vorticity form
• Large deviation for a 3D globally modified Cahn-Hilliard-Navier-Stokes model under random influences
• Local large deviation principle for Wiener process with random resetting
• Large deviations for stochastic predator-prey model with Lévy noise
• Sample path moderate deviations for shot noise processes in the high intensity regime
• Dynamics and Large Deviations for Fractional Stochastic Partial Differential Equations with Lévy Noise
• Large deviations for Lévy diffusions in the small noise regime
• Large deviations for stochastic differential equations driven by semimartingales
• Large deviations for the stochastic functional integral equation with nonlocal condition
• A large deviation principle for the stochastic heat equation with general rough noise
• Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises
• A large deviation principle for nonlinear stochastic wave equation driven by rough noise
• Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise
• Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise
• Moderate deviations for a stochastic Schrödinger equation with linear drift
• An optimal control method to compute the most likely transition path for stochastic dynamical systems with jumps

Recommendations

• Large deviations for a class of stochastic partial differential equations 👍 👎
• Large deviations for stochastic PDE with Lévy noise 👍 👎
• On large deviations for Poisson stochastic integrals 👍 👎
• Large deviations for stochastic differential equations with deviating arguments 👍 👎
• Large deviation principle for semilinear stochastic evolution equations with Poisson noise 👍 👎
• Large deviations for a class of semilinear stochastic partial differential equations 👍 👎
• Large deviations for quasilinear parabolic stochastic partial differential equations 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: Large deviations for stochastic partial differential equations driven by a Poisson random measure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1933599)