Large deviations for slow-fast stochastic partial differential equations

Details Large deviations for slow-fast stochastic partial differential equations Large deviations for slow-fast stochastic partial differential equations

2010-01-26

arxiv.org/abs/1001.4826v1

Mathematics

Probability

30 pages

Scientific paper

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.

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