Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions

DOI10.5802/AFST.1442zbMATH Open1319.60141arXiv1404.5863OpenAlexW1496994543WikidataQ56894161 ScholiaQ56894161MaRDI QIDQ2017445FDOQ2017445

Authors: Hendrik Weber, Martin Hairer 

Publication date: 23 March 2015

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Abstract: We study the stochastic Allen-Cahn equation driven by a noise term with intensity $sqrtvarepsilon$ and correlation length $delta$ in two and three spatial dimensions. We study diagonal limits $delta,varepsilono0$ and describe fully the large deviation behaviour depending on the relationship between $delta$ and $varepsilon$. The recently developed theory of regularity structures allows to fully analyse the behaviour of solutions for vanishing correlation length $delta$ and fixed noise intensity $varepsilon$. One key fact is that in order to get non-trivial limits as $deltao0$, it is necessary to introduce diverging counterterms. The theory of regularity structures allows to rigorously analyse this renormalisation procedure for a number of interesting equations. Our main result is a large deviation principle for these renormalised solutions. One interesting feature of this result is that the diverging renormalisation constants disappear at the level of the large deviations rate function. We apply this result to derive a sharp condition on $delta,varepsilon$ that guarantees a large deviation principle for diagonal schemes $varepsilon,deltao0$ for the equation without renormalisation.

Full work available at URL: https://arxiv.org/abs/1404.5863

Recommendations

• Large deviations for the two-dimensional stochastic Navier-Stokes equation with vanishing noise correlation
• An introduction to singular stochastic PDEs. Allen-Cahn equations, metastability, and regularity structures
• Large deviation principle for a stochastic Allen-Cahn equation
• Large deviations for a fractional stochastic heat equation in spatial dimension \(\mathbb{R}^d\) driven by a spatially correlated noise
• scientific article

zbMATH Keywords

stochastic partial differential equationslarge deviationswhite noiseregularity structures

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Renormalization group methods applied to problems in quantum field theory (81T17)

Cites Work

• The Malliavin Calculus and Related Topics
• Two-dimensional Navier-Stokes equations driven by a space-time white noise
• Hitting probabilities of killed brownian motion : a study on geometric regularity
• Title not available (Why is that?)
• A theory of regularity structures
• Strong solutions to the stochastic quantization equations.
• Action minimization and sharp-interface limits for the stochastic Allen-Cahn equation
• Large fluctuations for a nonlinear heat equation with noise
• Title not available (Why is that?)
• Minimum action method for the study of rare events
• Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations
• Title not available (Why is that?)
• Triviality of the 2D stochastic Allen-Cahn equation
• Title not available (Why is that?)
• Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\)
• Approximation of quasi-potentials and exit problems for multidimensional RDE's with noise
• Large deviations for rough paths of the fractional Brownian motion
• Large deviations and support theorem for diffusion processes via rough paths.
• Title not available (Why is that?)
• Large deviation principle for enhanced Gaussian processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Semi-classical limit of the lowest eigenvalue of a Schrödinger operator on a Wiener space. II: \(P(\phi)_2\)-model on a finite volume
• Tunneling for spatially cut-off \(P(\phi)_2\)-Hamiltonians

Cited In (42)

• Model spaces of regularity structures for space-fractional SPDEs
• Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing
• Lower tail of the KPZ equation
• Title not available (Why is that?)
• Large deviations approach to a one-dimensional, time-periodic stochastic model of pattern formation
• Support theorem for a singular SPDE: the case of gPAM
• Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
• Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm
• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
• Motion of a Droplet for the Stochastic Mass-Conserving Allen--Cahn Equation
• Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations
• A Primer on Noise-Induced Transitions in Applied Dynamical Systems
• The strong Feller property for singular stochastic PDEs
• Large deviation principles of stochastic reaction-diffusion lattice systems
• Fractional moments of the stochastic heat equation
• Large deviation principle for a stochastic Allen-Cahn equation
• Motion by curvature and large deviations for an interface dynamics on \(\mathbb{Z}^2\)
• Thermodynamically consistent and positivity-preserving discretization of the thin-film equation with thermal noise
• Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
• Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM
• The sharp interface limit for the stochastic Cahn-Hilliard equation
• On the small time asymptotics of the dynamical \(\Phi_1^4\) model
• Rough Center Manifolds
• Exponential loss of memory for the 2-dimensional Allen-Cahn equation with small noise
• Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains
• Paracontrolled distributions and the 3-dimensional stochastic quantization equation
• Lyapunov exponents of the SHE under general initial data
• Singular limits for stochastic equations
• Asymptotic of the smallest eigenvalues of the continuous Anderson Hamiltonian in \(d\le 3\)
• Metastability of stochastic partial differential equations and Fredholm determinants
• Large deviations for the dynamic \(\phi ^{2n}_d\) model
• Sharp interface limit for a quasi-linear large deviation rate function
• Malliavin calculus for regularity structures: the case of gPAM
• Short time large deviations of the KPZ equation
• Numerical computation of rare events via large deviation theory
• Long Term Effects of Small Random Perturbations on Dynamical Systems: Theoretical and Computational Tools
• Stochastic PDEs and lack of regularity: a surface growth equation with noise: existence, uniqueness, and blow-up
• A pathwise stochastic Landau-Lifshitz-Gilbert equation with application to large deviations
• Large deviations for the macroscopic motion of an interface
• A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations
• Concentration estimates for slowly time-dependent singular SPDEs on the two-dimensional torus
• Stochastic Allen-Cahn approximation of the mean curvature flow: large deviations upper bound

This page was built for publication: Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2017445)