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Large Deviation Principle for Multi-Scale Fully Local Monotone Stochastic Dynamical Systems with Multiplicative Noise

Probability 2024-03-11 v2

Abstract

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main techniques are based on a combination of the weak convergence approach, the time discretization technique and the theory of pseudo-monotone operator. The main results derived in this paper have broad applicability to various multi-scale models, where the slow component could be such as stochastic porous medium equations, stochastic Cahn-Hilliard equations and stochastic 2D Liquid crystal equations.

Keywords

Cite

@article{arxiv.2402.18108,
  title  = {Large Deviation Principle for Multi-Scale Fully Local Monotone Stochastic Dynamical Systems with Multiplicative Noise},
  author = {Wei Hong and Wei Liu and Luhan Yang},
  journal= {arXiv preprint arXiv:2402.18108},
  year   = {2024}
}

Comments

40 pages

R2 v1 2026-06-28T15:02:54.559Z