Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise

被引:155
作者
Sritharan, S. S. [1 ]
Sundar, P.
机构
[1] Univ Wyoming, Dept Math, Laramie, WY 82071 USA
[2] Louisiana State Univ, Dept Math, Baton Rouge, LA 70803 USA
关键词
Stochastic Navier-Stokes equations; large deviations; Girsanov theorem;
D O I
10.1016/j.spa.2006.04.001
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
A Wentzell-Freidlin type large deviation principle is established for the two-dimensional Navier-Stokes equations perturbed by a multiplicative noise in both bounded and unbounded domains. The large deviation principle is equivalent to the Laplace principle in our function space setting. Hence, the weak convergence approach is employed to obtain the Laplace principle for solutions of stochastic Navier-Stokes equations. The existence and uniqueness of a strong solution to (a) stochastic Navier-Stokes equations with a small multiplicative noise, and (b) Navier-Stokes equations with an additional Lipschitz continuous drift term are proved for unbounded domains which may be of independent interest. (C) 2006 Elsevier B.V. All rights reserved.
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页码:1636 / 1659
页数:24
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