arXiv:0905.1854 [math.PR]AbstractReferencesReviewsResources
Large deviation principle and inviscid shell models
Published 2009-05-12, updated 2009-11-29Version 2
A LDP is proved for the inviscid shell model of turbulence. As the viscosity coefficient converges to 0 and the noise intensity is multiplied by the square root of the viscosity, we prove that some shell models of turbulence with a multiplicative stochastic perturbation driven by a H-valued Brownian motion satisfy a LDP in C([0,T],V) for the topology of uniform convergence on [0,T], but where V is endowed with a topology weaker than the natural one. The initial condition has to belong to V and the proof is based on the weak convergence of a family of stochastic control equations. The rate function is described in terms of the solution to the inviscid equation.
Journal: Electronic Journal of Probability 14, 89 (2009) 2551-2579
Categories: math.PR
Keywords: inviscid shell model, large deviation principle, stochastic control equations, multiplicative stochastic perturbation driven, viscosity coefficient converges
Tags: journal article
Related articles: Most relevant | Search more
Large Deviation Principle for Some Measure-Valued Processes
arXiv:math/0702049 [math.PR] (Published 2007-02-02)
A large deviation principle in Hölder norm for multiple fractional integrals
arXiv:1404.1205 [math.PR] (Published 2014-04-04)
Large deviation principle for the empirical degree measure of preferential attachment random graphs