Mathematics > Probability
[Submitted on 26 May 2022 (v1), last revised 25 Aug 2022 (this version, v2)]
Title:A large deviation principle for the stochastic heat equation with general rough noise
View PDFAbstract:We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: $$\frac{\partial u^\varepsilon(t,x)}{\partial t} = \frac{\partial^2 u^\varepsilon(t,x)}{\partial x^2}+\sqrt{\varepsilon} \sigma(t, x, u^\varepsilon(t,x))\dot{W}(t,x),\quad t> 0,\, x\in\mathbb{R},$$ where $\dot W$ is white in time and fractional in space with Hurst parameter $H\in(\frac 14,\frac 12)$. Recently, Hu and Wang ({\it Ann. Inst. Henri Poincaré Probab. Stat.} {\bf 58} (2022) 379-423) studied the well-posedness of this equation without the technical condition of $\sigma(0)=0$ which was previously assumed in Hu et al. ({\it Ann. Probab}. {\bf 45} (2017) 4561-4616). We adopt a new sufficient condition proposed by Matoussi et al. ({\it Appl. Math. Optim.} \textbf{83} (2021) 849-879) for the weak convergence criterion of the large deviation principle.
Submission history
From: Ran Wang [view email][v1] Thu, 26 May 2022 05:09:13 UTC (32 KB)
[v2] Thu, 25 Aug 2022 02:50:12 UTC (32 KB)
References & Citations
Bibliographic and Citation Tools
Bibliographic Explorer (What is the Explorer?)
Connected Papers (What is Connected Papers?)
Litmaps (What is Litmaps?)
scite Smart Citations (What are Smart Citations?)
Code, Data and Media Associated with this Article
alphaXiv (What is alphaXiv?)
CatalyzeX Code Finder for Papers (What is CatalyzeX?)
DagsHub (What is DagsHub?)
Gotit.pub (What is GotitPub?)
Hugging Face (What is Huggingface?)
Papers with Code (What is Papers with Code?)
ScienceCast (What is ScienceCast?)
Demos
Recommenders and Search Tools
Influence Flower (What are Influence Flowers?)
CORE Recommender (What is CORE?)
arXivLabs: experimental projects with community collaborators
arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.
Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.
Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.