MODERATE DEVIATION FOR RANDOM ELLIPTIC PDE WITH SMALL NOISE

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Author(s)

Related Research Unit(s)

Detail(s)

Original languageEnglish
Pages (from-to)2781-2813
Journal / PublicationAnnals of Applied Probability
Volume28
Issue number5
Online published28 Aug 2018
Publication statusPublished - Oct 2018

Abstract

Partial differential equations with random inputs have become popular models to characterize physical systems with uncertainty coming from imprecise measurement and intrinsic randomness. In this paper, we perform asymptotic rare-event analysis for such elliptic PDEs with random inputs. In particular, we consider the asymptotic regime that the noise level converges to zero suggesting that the system uncertainty is low, but does exist. We develop sharp approximations of the probability of a large class of rare events.

Research Area(s)

  • Random partial differential equation, rare event, moderate deviation

Bibliographic Note

Research Unit(s) information for this publication is provided by the author(s) concerned.

Citation Format(s)

MODERATE DEVIATION FOR RANDOM ELLIPTIC PDE WITH SMALL NOISE. / Li, Xiaoou; Liu, Jingchen; Lu, Jianfeng; Zhou, Xiang.

In: Annals of Applied Probability, Vol. 28, No. 5, 10.2018, p. 2781-2813.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review