Large deviations for stochastic evolution equations with small multiplicative noise

DOI10.1007/S00245-009-9072-2zbMATH Open1387.60052arXiv0801.1443OpenAlexW1973017175MaRDI QIDQ989968FDOQ989968

Wei Liu

Publication date: 23 August 2010

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Abstract: The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large deviation principle for different types of SPDE such as stochastic reaction-diffusion equations, stochastic porous media equations and fast diffusion equations, and the stochastic p-Laplace equation in Hilbert space. The weak convergence approach is employed in the proof to establish the Laplace principle, which is equivalent to the large deviation principle in our framework.

Full work available at URL: https://arxiv.org/abs/0801.1443

zbMATH Keywords

fast diffusion equationslarge deviation principlereaction-diffusion equationsvariational approach\(p\)-Laplace equationporous media equationsstochastic evolution equationLaplace principleweak convergence approach

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Flows in porous media; filtration; seepage (76S05)

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