Approximation of quasi-potentials and exit problems for multidimensional RDE's with noise

DOI10.1090/S0002-9947-2011-05352-3MaRDI QIDQ5200210zbMATH OpenOpenAlexFDO

Authors Sandra Cerrai, Mark Freidlin

Publication date 1 August 2011

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9947-2011-05352-3

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Reaction-diffusion equations (35K57) Methods involving semicontinuity and convergence; relaxation (49J45)

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Cited in

(14)

• Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise
• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
• A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations
• Large deviations for the dynamic \(\phi ^{2n}_d\) model
• Large deviation principle for a stochastic Allen-Cahn equation
• Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem
• Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions
• Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains
• Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing
• On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior
• Stochastic Allen-Cahn approximation of the mean curvature flow: large deviations upper bound
• Large deviation principles of stochastic reaction-diffusion lattice systems
• Large deviations for synchronized system
• Large deviations for fast transport stochastic RDEs with applications to the exit problem

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