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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2402.18108 |
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| _version_ | 1866911791443869696 |
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| author | Hong, Wei Liu, Wei Yang, Luhan |
| author_facet | Hong, Wei Liu, Wei Yang, Luhan |
| contents | This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main techniques are based on a combination of the weak convergence approach, the time discretization technique and the theory of pseudo-monotone operator. The main results derived in this paper have broad applicability to various multi-scale models, where the slow component could be such as stochastic porous medium equations, stochastic Cahn-Hilliard equations and stochastic 2D Liquid crystal equations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_18108 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Large Deviation Principle for Multi-Scale Fully Local Monotone Stochastic Dynamical Systems with Multiplicative Noise Hong, Wei Liu, Wei Yang, Luhan Probability This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main techniques are based on a combination of the weak convergence approach, the time discretization technique and the theory of pseudo-monotone operator. The main results derived in this paper have broad applicability to various multi-scale models, where the slow component could be such as stochastic porous medium equations, stochastic Cahn-Hilliard equations and stochastic 2D Liquid crystal equations. |
| title | Large Deviation Principle for Multi-Scale Fully Local Monotone Stochastic Dynamical Systems with Multiplicative Noise |
| topic | Probability |
| url | https://arxiv.org/abs/2402.18108 |