Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations

DOI10.1007/S40072-019-00140-YzbMATH Open1431.60058arXiv1710.02618OpenAlexW2964012032WikidataQ127939993 ScholiaQ127939993MaRDI QIDQ2303979FDOQ2303979

Authors: Wenqing Hu, Michael Salins, Konstantinos Spiliopoulos 

Publication date: 6 March 2020

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is based on the weak convergence method in infinite dimensions, which results in studying averaging for controlled SRDEs. By appropriate choice of the parameters, the fast process and the associated control that arises from the weak convergence method decouple from each other. We show that in this decoupling case one can use the weak convergence method to characterize the limiting process via a "viable pair" that captures the limiting controlled dynamics and the effective invariant measure simultaneously. The characterization of the limit of the controlled slow-fast processes in terms of viable pair enables us to obtain a variational representation of the large deviation action functional. Due to the infinite--dimensional nature of our set--up, the proof of tightness as well as the analysis of the limit process and in particular the proof of the large deviations lower bound is considerably more delicate here than in the finite--dimensional situation. Smoothness properties of optimal controls in infinite dimensions (a necessary step for the large deviations lower bound) need to be established. We emphasize that many issues that are present in the infinite dimensional case, are completely absent in finite dimensions.

Full work available at URL: https://arxiv.org/abs/1710.02618

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zbMATH Keywords

large deviationsoptimal controlweak convergence methodaveraging principlestochastic reaction-diffusion equations

Mathematics Subject Classification ID

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

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Cited In (19)

• Moderate deviation principle for multiscale systems driven by fractional Brownian motion
• Large deviations for fast transport stochastic RDEs with applications to the exit problem
• Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations
• Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
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• Hydrodynamics of the weakly asymmetric normalized binary contact path process
• Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations
• Stability of Traveling Waves on Exponentially Long Timescales in Stochastic Reaction-Diffusion Equations
• Large deviations and approximations for slow-fast stochastic reaction-diffusion equations
• Large deviations for slow-fast processes on connected complete Riemannian manifolds
• Large deviation for two-time-scale stochastic Burgers equation
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• Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
• The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
• Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
• Stochastic 3D globally modified Navier-Stokes equations: weak attractors, invariant measures and large deviations

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