Large deviations for quasilinear parabolic stochastic partial differential equations

DOI10.1007/S11118-019-09763-1MaRDI QIDQ778175zbMATH OpenOpenAlexFDO

Authors Zhao Dong, Rangrang Zhang, Tu-Sheng Zhang

Publication date 2 July 2020

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.08531

zbMATH Keywords

Freidlin-Wentzell's large deviationsquasilinear stochastic partial differential equationsweak convergence approach

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Quasilinear parabolic equations (35K59) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: In this paper, we establish the Freidlin-Wentzell's large deviations for quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone. The proof is based on the weak convergence approach.

Recommendations

• Large deviations for a class of parabolic semilinear stochastic partial differential equations in any space dimension
• Large deviations for a class of semilinear stochastic partial differential equations
• Large deviations for a class of stochastic partial differential equations
• scientific article; zbMATH DE number 4062258
• Large deviation principles of obstacle problems for quasilinear stochastic PDEs
• Quasilinear parabolic stochastic evolution equations via maximal \(L^p\)-regularity
• Large deviations for stochastic partial differential equations driven by a Poisson random measure
• Large deviations for stochastic differential equations with deviating arguments
• Quasi-sure limit theorem of parabolic stochastic partial differential equations

Cites work

• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 781860 (Why is no real title available?)
• A variational representation for certain functionals of Brownian motion
• A variational representation for positive functionals of infinite dimensional Brownian motion
• Degenerate parabolic stochastic partial differential equations: quasilinear case
• Large deviations for infinite dimensional stochastic dynamical systems
• Martingale and stationary solutions for stochastic Navier-Stokes equations
• Mathematical analysis of nonlinear models of petrol engineering
• Quasilinear parabolic stochastic partial differential equations: existence, uniqueness
• SPDE in Hilbert space with locally monotone coefficients

Cited in

(14)

• Large deviations for stochastic porous media equations
• Large deviation for stochastic line integrals as \(L^{p}\)-currents
• scientific article; zbMATH DE number 4064184 (Why is no real title available?)
• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
• On nonlinear heat-conduction equations with a random right part
• Large deviation principles of obstacle problems for quasilinear stochastic PDEs
• Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
• The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation
• Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
• Global attracting sets and exponential stability of stochastic partial functional differential equations
• Large deviations for a class of parabolic semilinear stochastic partial differential equations in any space dimension
• Large deviations for a class of semilinear stochastic partial differential equations
• On the small time asymptotics of quasilinear parabolic stochastic partial differential equations
• Large deviations for stochastic partial differential equations driven by a Poisson random measure

This page was built for publication: Large deviations for quasilinear parabolic stochastic partial differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q778175)