Large deviation principle for a stochastic Allen-Cahn equation
Probability
2015-01-19 v1 Analysis of PDEs
Abstract
In this paper we consider the Allen-Cahn equation perturbed by a stochastic flux term and prove a large deviation principle. Using an associated stochastic flow of diffeomorphisms the equation can be transformed to a parabolic partial differential equation with random coefficients. We use this structure and first provide a large deviation principle for stochastic flows in function spaces with H\"older-continuity in time. Second, we use a continuity argument and deduce a large deviation principle for the stochastic Allen-Cahn equation.
Keywords
Cite
@article{arxiv.1501.03917,
title = {Large deviation principle for a stochastic Allen-Cahn equation},
author = {Martin Heida and Matthias Röger},
journal= {arXiv preprint arXiv:1501.03917},
year = {2015}
}
Comments
17 pages