Large deviations for fast transport stochastic RDEs with applications to the exit problem
From MaRDI portal
Publication:2330453
DOI10.1214/18-AAP1439zbMath1447.35188arXiv1804.04734OpenAlexW2963179908WikidataQ127492990 ScholiaQ127492990MaRDI QIDQ2330453
Publication date: 22 October 2019
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.04734
Singular perturbations in context of PDEs (35B25) Reaction-diffusion equations (35K57) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Averaging of perturbations for nonlinear problems in mechanics (70K65)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem
- Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise
- Fast transport asymptotics for stochastic RDEs with boundary noise
- Large deviations for infinite dimensional stochastic dynamical systems
- Unified theory for abstract parabolic boundary problems - a semigroup approach
- Reaction-diffusion equations with randomly perturbed boundary conditions
- Multidimensional reaction-diffusion equations with white noise boundary perturbations
- Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations
- Equivalences and counterexamples between several definitions of the uniform large deviations principle
- Fast Diffusion Limit for Reaction-Diffusion Systems with Stochastic Neumann Boundary Conditions
- Stochastic Equations with Boundary Noise
- Ergodicity for Infinite Dimensional Systems
- Approximation of quasi-potentials and exit problems for multidimensional RDE’s with noise