Quasipotential and exit time for 2D Stochastic Navier-Stokes equations driven by space time white noise

被引:17
|
作者
Brzezniak, Z. [1 ]
Cerrai, S. [2 ]
Freidlin, M. [2 ]
机构
[1] Univ York, Dept Math, York YO10 5DD, N Yorkshire, England
[2] Univ Maryland, Dept Math, College Pk, MD 20742 USA
基金
英国工程与自然科学研究理事会; 美国国家科学基金会;
关键词
LARGE DEVIATIONS;
D O I
10.1007/s00440-014-0584-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We are dealing with the Navier-Stokes equation in a bounded regular domain of , perturbed by an additive Gaussian noise , which is white in time and colored in space. We assume that the correlation radius of the noise gets smaller and smaller as , so that the noise converges to the white noise in space and time. For every we introduce the large deviation action functional and the corresponding quasi-potential and, by using arguments from relaxation and -convergence we show that converges to , in spite of the fact that the Navier-Stokes equation has no meaning in the space of square integrable functions, when perturbed by space-time white noise. Moreover, in the case of periodic boundary conditions the limiting functional is explicitly computed. Finally, we apply these results to estimate of the asymptotics of the expected exit time of the solution of the stochastic Navier-Stokes equation from a basin of attraction of an asymptotically stable point for the unperturbed system.
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页码:739 / 793
页数:55
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