Large deviations for slow-fast stochastic partial differential equations
Probability
2010-01-28 v1 Mathematical Physics
math.MP
Abstract
A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a stochastic partial differential equation with small Gaussian perturbation. This also confirms the effectiveness of the approximation of the averaged equation plus the fluctuating deviation to the slow-fast stochastic partial differential equations.
Cite
@article{arxiv.1001.4826,
title = {Large deviations for slow-fast stochastic partial differential equations},
author = {Wei Wang and A. J. Roberts and Jinqiao Duan},
journal= {arXiv preprint arXiv:1001.4826},
year = {2010}
}
Comments
30 pages