Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise

DOI10.15388/NAMC.2021.26.24178MaRDI QIDQ5009869zbMATH OpenOpenAlexFDO

Authors Gregory Amali Paul Rose, M. Suvinthra, Krishnan Balachandran

Publication date 6 August 2021

Published in Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.15388/namc.2021.26.24178

zbMATH Keywords

stochastic partial differential equationslarge deviationsweak convergenceuniform Laplace principle

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(8)

• Long time behavior for nonlocal stochastic Kuramoto-Sivashinsky equations
• The large deviation principle for a stochastic Korteweg-de Vries equation with additive noise
• The maximum likelihood ensemble smoother for the Kuramoto–Sivashinsky equation
• Moderate deviations for stochastic Kuramoto–Sivashinsky equation
• Nonlinear stability of traveling waves for stochastic Kuramoto-Sivashinsky equation
• Large deviation for the nonlocal Kuramoto-Sivashinsky SPDE
• Stochastic Kolmogorov systems driven by wideband noises
• Uncertainty estimates andL₂bounds for the Kuramoto–Sivashinsky equation

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