Large deviation principle for stochastic Burgers type equation with reflection

Ran Wang; Jianliang Zhai; Shiling Zhang

doi:10.3934/cpaa.2021175

Article Contents

2022, Volume 21, Issue 1: 213-238. Doi: 10.3934/cpaa.2021175

This issue Previous Article Self-Improving inequalities for bounded weak solutions to nonlocal double phase equations Next Article Variation operators for semigroups associated with Fourier-Bessel expansions

Large deviation principle for stochastic Burgers type equation with reflection

1.
School of Mathematics and Statistics, Wuhan University, Wuhan, 430072, China
2.
CAS Wu Wen-Tsun Key Laboratory of Mathematics, School of Mathematical Sciences, University of Science and Technology of China, Hefei, 230026, China

^* Corresponding author
^* Corresponding author

Received: January 31, 2021

Revised: August 31, 2021

Early access: October 2021

Published: January 2022

The first author is partially supported by the National Natural Science Foundation of China (Nos. 11871382 and 12071361) and the Fundamental Research Funds for the Central Universities 2042020kf0031. The second author is partially supported by the National Natural Science Foundation of China (Nos. 11971456, 11671372 and 11721101) and the School Start-up Fund (USTC) KY0010000036

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Abstract

In this paper, we establish a large deviation principle for stochastic Burgers type equation with reflection perturbed by the small multiplicative noise. The main difficulties come from the highly non-linear coefficient and the singularity caused by the reflection. Here, we adopt a new sufficient condition for the weak convergence criteria, which is proposed by Matoussi, Sabbagh and Zhang [14].

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Mathematics Subject Classification: Primary: 60F10; Secondary: 60H15.

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References

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