Work

Small time asymptotics for a class of stochastic partial differential equations with fully monotone coefficients forced by multiplicative Gaussian noise

Year: 2025

Type: article

Abstract: The main goal of this paper is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential equations (SPDEs) with fully monotone coefficients driven by multiplicative Gaussian noise. The small time LDP obtained in this paper is applicable for various quasi-linear and semilinear SPDEs such as porous medium equations, Cahn–Hilliard equation, 2D Navier–Stokes equations, convection–diffusion equation, 2D liquid crystal model, power law fluids, Ladyzhenskaya model, and [Formula: see text]-Laplacian equations, perturbed by multiplicative Gaussian noise.

Source: Stochastics and Dynamics

DOI: 10.1142/s0219493725500212

Authors: Ankit Kumar, Manil T. Mohan

Institution: Indian Institute of Technology Roorkee

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: Department of Science and Technology, Ministry of Science and Technology, India, Ministry of Education, India

Award: G5254499824