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November 2018 Local large deviations principle for occupation measures of the stochastic damped nonlinear wave equation
D. Martirosyan, V. Nersesyan
Ann. Inst. H. Poincaré Probab. Statist. 54(4): 2002-2041 (November 2018). DOI: 10.1214/17-AIHP863

Abstract

We consider the damped nonlinear wave (NLW) equation driven by a noise which is white in time and colored in space. Assuming that the noise is non-degenerate in all Fourier modes, we establish a large deviations principle (LDP) for the occupation measures of the trajectories. The lower bound in the LDP is of a local type, which is related to the weakly dissipative nature of the equation and is a novelty in the context of randomly forced PDE’s. The proof is based on an extension of methods developed in (Comm. Pure Appl. Math. 68 (12) (2015) 2108–2143) and (Large deviations and mixing for dissipative PDE’s with unbounded random kicks (2014) Preprint) in the case of kick forced dissipative PDE’s with parabolic regularization property such as, for example, the Navier–Stokes system and the complex Ginzburg–Landau equations. We also show that a high concentration towards the stationary measure is impossible, by proving that the rate function that governs the LDP cannot have the trivial form (i.e., vanish on the stationary measure and be infinite elsewhere).

Nous considérons l’équation des ondes non linéaire avec un bruit qui est blanc en temps et coloré en espace. Sous l’hypothèse que le bruit est non dégénéré, nous établissons un principe de grandes déviations (PGD) pour la famille de mesures d’occupation des trajectoires. La borne inférieure dans le PGD est d’un type local, qui est lié à la nature faiblement dissipative de l’équation. La preuve est basée sur une généralisation des méthodes développées dans (Comm. Pure Appl. Math. 68 (12) (2015) 2108–2143) et (Large deviations and mixing for dissipative PDE’s with unbounded random kicks (2014) Preprint) pour des EDP paraboliques, comme les équations de Navier–Stokes ou de Ginzburg–Landau complexe, perturbées par une force aléatoire discrète en temps. Nous montrons également que la fonction de taux du PGD n’est pas triviale, ce qui implique qu’une forte concentration vers la mesure stationnaire est impossible.

Citation

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D. Martirosyan. V. Nersesyan. "Local large deviations principle for occupation measures of the stochastic damped nonlinear wave equation." Ann. Inst. H. Poincaré Probab. Statist. 54 (4) 2002 - 2041, November 2018. https://doi.org/10.1214/17-AIHP863

Information

Received: 18 October 2016; Revised: 2 June 2017; Accepted: 1 September 2017; Published: November 2018
First available in Project Euclid: 18 October 2018

zbMATH: 06996557
MathSciNet: MR3865665
Digital Object Identifier: 10.1214/17-AIHP863

Subjects:
Primary: 35L70 , 35R60 , 60B12 , 60F10

Keywords: Coupling method , Large Deviations Principle , Nonlinear wave equation , White in time noise

Rights: Copyright © 2018 Institut Henri Poincaré

Vol.54 • No. 4 • November 2018
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