Large deviations estimates for some non-local equations: fast decaying kernels and explicit bounds

DOI10.1016/J.NA.2009.04.059zbMATH Open1226.60041OpenAlexW1559945209MaRDI QIDQ732589FDOQ732589

Authors C. Brändle, E. Chasseigne

Publication date 9 October 2009

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0811.4486

zbMATH Keywords

large deviationsnon-local diffusionHamilton-Jacobi equationLévy operators

Mathematics Subject Classification ID

Large deviations (60F10) Integro-partial differential equations (35R09) Theoretical approximation in context of PDEs (35A35)

Abstract: We study large deviations for some non-local parabolic type equations. We show that, under some assumptions on the non-local term, problems defined in a bounded domain converge with an exponential rate to the solution of the problem defined in the whole space. We compute this rate in different examples, with different kernels defining the non-local term, and it turns out that the estimate of convergence depends strongly on the decay at infinity of that kernel.

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Cited in

(2)

• Singular Limits for Reaction-Diffusion Equations with Fractional Laplacian and Local or Nonlocal Nonlinearity
• Large deviation estimates for some nonlocal equations. General bounds and applications

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