Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise

By Sivaguru S. Sritharan, P. Sundar. 2006

244 citations recorded by the source corpus.

Subfields: Applied Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/6a051983d90c8d2516bfbfb9faa48fd250d2511b

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In Applied Mathematics

1. Tusheng Zhang
2. Paul Dupuis
3. A. Budhiraja
4. Jiang Chen
5. Xicheng Zhang
6. Vasileios Maroulas
7. Markus Fischer
8. Jinqiao Duan

In Control and Systems Engineering

1. Tusheng Zhang
2. Paul Dupuis
3. A. Budhiraja
4. Jiang Chen
5. Vasileios Maroulas
6. Jinqiao Duan
7. Jie-Yu Xiong
8. Xicheng Zhang

In Finance

1. Tusheng Zhang
2. A. Budhiraja
3. Paul Dupuis
4. Jiang Chen
5. Xicheng Zhang
6. Jianliang Zhai
7. Tiange Xu
8. Vasileios Maroulas

Citations in the corpus

• Large Deviations for Stochastic Partial Differential Equations Driven by a Poisson Random Measure (2012, methodology): “In recent years an approach based on certain variational representation formulas for moments of nonnegative functionals of Brownian motions [7] has been increasingly used for the study of the small noise large deviation problem for Brownian motion driven infinite dimensional systems [2, 7, 8, 10, 13”
• Large deviations for the Boussinesq equations under random influences (2008, methodology): “e separable metric space) [2]: d1(h,k) = P∞ i=1 1 2i RT 0 h(s) − k(s),e˜i(s) 0 ds,where {˜ei(s)}∞ i=1 is a complete orthonormal basis for L 2(0,T;H0). Define AM = {φ∈ A : φ(ω) ∈ SM,a.s.}. (3.1) As in [22], we prove existence and uniqueness of the solution to the B´enard equation. However, in the sequ”
• Stochastic 2D Hydrodynamical Type Systems: Well Posedness and Large Deviations (2008, unknown): “17) (see also [28, 34] for the case of 2D Navier-Stokes equations (2.”
• Variational representations for continuous time processes (2011, background): “MSC: Primary 60F10; secondary 60G51; 60H15 Keywords: Variational representations; Poisson random measure; Infinite-dimensional Brownian motion; Large deviations; Jump-diffusions”
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations (2015, background): “Wentzell-Freidlin type large deviation results for the two-dimensional stochastic Navier-Stokes equations with Gaussian noise have been established in [1] and [20], and the case of Lévy noise has been established in [25] and [26].”
• Large deviation properties of weakly interacting processes via weak convergence methods (2010, background): “A small selection is [14, 29, 30, 31]–see [8] for a more complete list.”
• Splitting up method for the 2D stochastic Navier–Stokes equations (2013, unknown): “In section 7 of a paper [5] by the first named authour with Carelli and Prohl, the convergence of the finite element approximation for the 2-D stochastic Navier-Stokes Equations by using the local monotonicity trick of Barbu, see for instance [1] and [21], was proved.”
• Stochastic Volterra Equations in Banach Spaces and Stochastic Partial Differential Equations (2008, methodology): “In [70], the authors also used the weak convergence method to prove the large deviation estimate for two dimensional SNSEs with multiplicative noises.”
• A Moderate Deviation Principle for 2-D Stochastic Navier-Stokes Equations Driven by Multiplicative L\'evy Noises (2015, background): “Wentzell-Freidlin type large deviation results for the two-dimensional stochastic Navier-Stokes equations with Gaussian noise have been established in [1] and [20], and the case of Lévy noise has been established in [25] and [26].”
• Large deviation principles for 2-D stochastic Navier–Stokes equations driven by Lévy processes (2009, methodology): “The small Gaussian noise large deviation of the 2-D stochastic Navier-Stokes equations was established in [20] and the large deviation of occupation measures was considered in [15].”