Stochastic Doubly Nonlinear PDE: Large Deviation Principles and Existence of Invariant Measure

被引：3

作者：

Majee, Ananta K. ^{[1
]}

机构：

[1] Indian Inst Technol Delhi, Dept Math, New Delhi 110016, India

来源：

POTENTIAL ANALYSIS | 2024年 / 60卷 / 03期

关键词：

Large deviation principle; Weak convergence method; Invariant measure; Girsanov transformation; Doubly nonlinear PDE; NAVIER-STOKES EQUATIONS; STATIONARY SOLUTIONS; MARTINGALE;

D O I：

10.1007/s11118-023-10082-9

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the proof. Moreover, by using certain a-priori estimates and sequentially weakly Feller property of the associated Markov semigroup, we show existence of invariant probability measure for the strong solution of the underlying problem.

引用

页码：1139 / 1179

页数：41

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