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arXiv · 1811.00290

Large deviation for two-time-scale stochastic Burgers equation

Xiaobin Sun·Ran Wang·Lihu Xu·Xue Yang
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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].

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Xiaobin Sun, Ran Wang, Lihu Xu, Xue Yang. 2018-11-01. Large deviation for two-time-scale stochastic Burgers equation. https://arxiv.org/abs/1811.00290

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