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Paper detail

Large deviation for two-time-scale stochastic Burgers equation

A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-dimensional stochastic Burgers equation with small noise and the fast component is a stochastic reaction-diffusion equation. Our approach is via the weak convergence criterion developed in [3].

preprint2020arXivOpen access
Xiaobin SunRan WangLihu XuXue Yang
math.PR
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Xiaobin SunRan WangLihu XuXue Yang

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