Large deviation for two-time-scale stochastic burgers equation
From MaRDI portal
Publication:5157730
DOI10.1142/S0219493721500234zbMath1476.35348arXiv1811.00290OpenAlexW3083963013MaRDI QIDQ5157730
Lihu Xu, Ran Wang, Xue Yang, Xiaobin Sun
Publication date: 20 October 2021
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.00290
Singular perturbations in context of PDEs (35B25) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20) Initial-boundary value problems for second-order parabolic systems (35K51)
Related Items (5)
Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations ⋮ Large deviations for a slow-fast system with jump-diffusion processes ⋮ Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations ⋮ Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs ⋮ Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- SPDEs with two reflecting walls and two singular drifts
- On large deviations of coupled diffusions with time scale separation
- Large deviations for multiscale diffusion via weak convergence methods
- Strong and weak orders in averaging for SPDEs
- Average and deviation for slow-fast stochastic partial differential equations
- Small-time asymptotics for fast mean-reverting stochastic volatility models
- Large deviations for two-scale chemical kinetic processes
- Large deviations for multi-scale jump-diffusion processes
- Large deviations for two-time-scale diffusions, with delays
- Strong convergence of principle of averaging for multiscale stochastic dynamical systems
- Slow manifold and averaging for slow-fast stochastic differential system
- One-dimensional stochastic Burgers equation driven by Lévy processes
- The dynamics of the stochastic shadow Gierer-Meinhardt system
- Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
- Averaging principle for a class of stochastic reaction-diffusion equations
- Averaging principle for one dimensional stochastic Burgers equation
- Large deviations and approximations for slow-fast stochastic reaction-diffusion equations
- On large deviations for SDEs with small diffusion and averaging.
- Martingale and stationary solutions for stochastic Navier-Stokes equations
- Large deviations for two scaled diffusions
- Large deviations and importance sampling for systems of slow-fast motion
- Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process
- Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
- Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations
- Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions
- Random Perturbations of Dynamical Systems
- Moderate deviations for stochastic models of two-dimensional second grade fluids
- Averaging, Homogenization and Slow Manifolds for Stochastic Partial Differential Equations
- Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Large deviation for two-time-scale stochastic burgers equation
