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Large deviation for two-time-scale stochastic Burgers equation
- Publication Year :
- 2018
-
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].<br />Comment: 30 pages
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1811.00290
- Document Type :
- Working Paper