2008
DOI: 10.1007/s10955-008-9537-8
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Rare Events in Stochastic Partial Differential Equations on Large Spatial Domains

Abstract: A methodology is proposed for studying rare events in stochastic partial differential equations in systems that are so large that standard large deviation theory does not apply. The idea is to deduce the behavior of the original model by breaking the system into appropriately scaled subsystems that are sufficiently small for large deviation theory to apply but sufficiently large to be asymptotically independent from one another. The methodology is illustrated in the context of a simple one-dimensional stochast… Show more

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Cited by 20 publications
(30 citation statements)
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“…With these notations, the nucleation rate formula of system (2.15) can be derived following [34,30] as (also see [27])…”
Section: Nucleation Rate Formulamentioning
confidence: 99%
See 1 more Smart Citation
“…With these notations, the nucleation rate formula of system (2.15) can be derived following [34,30] as (also see [27])…”
Section: Nucleation Rate Formulamentioning
confidence: 99%
“…The metastable states of dynamical system ∂φ ∂t = −P δF δφ (5.5) could be located using the semi-implicit spectral method [4]: [30,34], the nucleation rate of system (5.4) can be obtained as…”
Section: Comparison With the Projected Allen-cahn Dynamicsmentioning
confidence: 99%
“…Related results on the Allen-Cahn equation can be found in [11,43]. Notice, however, that in the Allen-Cahn case the result is much easier, since it is known a priori that the constants ±1 are the global minimizers of the energy, and the heteroclinic connection between these homogeneous states is well-understood.…”
Section: Introductionmentioning
confidence: 91%
“…In the next step one has to derive an estimate for the numerator in (43). Due to the strong Markov property, one obtains for arbitrary u 0 ∈ Γ(a) the identity Hence it suffices to bound the probability…”
Section: Exit From the Deterministic Attracting Setmentioning
confidence: 99%
“…For the simulations shown in the last section, we usually encounter many small droplets in the domain Ω, or equivalently, many droplets of size of order one on a large domain. Rather than trying to find equilibrium solutions which contain such a large number of droplets, we take the point of view used in [11,34] that understanding bulk effects of many droplets on a large domain can be accomplished by considering small domains which sustain either a single droplet or a small number of droplets. Applying the scaling argument again shows that this is equivalent to studying the fixed domain Ω = (0, 1) 2 , but for relatively small values of λ, meaning that this is computationally feasible.…”
Section: Equilibria For the Deterministic Systemmentioning
confidence: 99%