Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
Articles
Gregory Amali Paul Rose
Bharathiar University
https://orcid.org/0000-0002-0261-7691
Murugan Suvinthra
Bharathiar University
https://orcid.org/0000-0001-6522-1814
Krishnan Balachandran
https://orcid.org/0000-0002-8834-7521
Published 2021-07-01
https://doi.org/10.15388/namc.2021.26.24178
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Keywords

large deviations
stochastic partial differential equations
weak convergence
uniform Laplace principle

How to Cite

Amali Paul Rose, G., Suvinthra, M. and Balachandran, K. (2021) “Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise”, Nonlinear Analysis: Modelling and Control, 26(4), pp. 642–660. doi:10.15388/namc.2021.26.24178.

Abstract

The Kuramoto–Sivashinsky equation is a nonlinear parabolic partial differential equation, which describes the instability and turbulence of waves in chemical reactions and laminar flames. The aim of this work is to prove the large deviation principle for the stochastic Kuramoto–Sivashinsky equation driven by multiplicative noise. To establish the large deviation principle, the weak convergence approach is used, which relies on proving basic qualitative properties of controlled versions of the original stochastic partial differential equation.

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