Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.511507
Title: Large deviations technique on stochastic reaction-diffusion equations
Author: Xu, Lu
Awarding Body: University of Warwick
Current Institution: University of Warwick
Date of Award: 2008
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Abstract:
There are two different problems studied in this thesis. The first one is a travelling wave problem. We will improve the result proved in [4] to derive the ergodic property of the travelling wave behind the wavefront. The second problem is a large deviation problem concerning solutions to certain kind stochastic partial differential equations. We will first briefly introduce some basics about SPDE in chapter 2. In chapter 3, we will prove a large deviation principle for super-Brownian motion when it is considered as a solution to an SPDE, using the LDP for super-Brownian motion when it is considered as a measure-valued branching process as solution to a martingale problem. In chapter 4, we will prove another LDP result for solutions of a stochastic reaction-diffusion equation with degenerate noise term. Finally in chapter 5, we will explore some applications of those LDP results proved previously.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.511507  DOI: Not available
Keywords: QA Mathematics
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