Large deviation for two-time-scale stochastic Burgers equation
Probability
2020-03-10 v2
Abstract
A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-dimensional stochastic Burgers equation with small noise and the fast component is a stochastic reaction-diffusion equation. Our approach is via the weak convergence criterion developed in [3].
Keywords
Cite
@article{arxiv.1811.00290,
title = {Large deviation for two-time-scale stochastic Burgers equation},
author = {Xiaobin Sun and Ran Wang and Lihu Xu and Xue Yang},
journal= {arXiv preprint arXiv:1811.00290},
year = {2020}
}
Comments
30 pages