Large deviations for stochastic 3D Leray-<inline-formula><tex-math id="M1">\begin{document}$ \alpha $\end{document}</tex-math></inline-formula> model with fractional dissipation
Abstract:In this paper we establish the Freidlin-Wentzell's large deviation principle for stochastic 3D Leray-α model with general fractional dissipation and small multiplicative noise. This model is the stochastic 3D Navier-Stokes equations regularized through a smoothing kernel of order θ 1 in the nonlinear term and a θ 2-fractional Laplacian. The main result generalizes the corresponding LDP result of the classical stochastic 3D Leray-α model (θ 1 = 1, θ 2 = 1), and it is also applicable to the stochastic 3D hypervi… Show more
“…Due to its wide applications in extremal events arising in risk management, mathematical finance, statistical mechanics, quantum physics and many other areas, large deviation theory has become an important component of modern applied probability, see, e.g. [5,6,11,14,21,22,23,25,36,52,55,57] and references therein.…”
This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be applied to demonstrate the small time LDP for various quasilinear and semilinear SPDEs such as stochastic porous medium equations, stochastic p-Laplace equations, stochastic Burgers type equation, stochastic 2D Navier-Stokes equation, stochastic power law fluid equation and stochastic Ladyzhenskaya model. In particular, our small time LDP result seems to be new in the case of general quasilinear SPDEs with multiplicative noise.
“…Due to its wide applications in extremal events arising in risk management, mathematical finance, statistical mechanics, quantum physics and many other areas, large deviation theory has become an important component of modern applied probability, see, e.g. [5,6,11,14,21,22,23,25,36,52,55,57] and references therein.…”
This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be applied to demonstrate the small time LDP for various quasilinear and semilinear SPDEs such as stochastic porous medium equations, stochastic p-Laplace equations, stochastic Burgers type equation, stochastic 2D Navier-Stokes equation, stochastic power law fluid equation and stochastic Ladyzhenskaya model. In particular, our small time LDP result seems to be new in the case of general quasilinear SPDEs with multiplicative noise.
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