Year: 2010
Type: preprint
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.
Source: arXiv (Cornell University)
Authors: Wang, Wei, Roberts, A. J., Duan, Jinqiao
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1634373360