MODERATE DEVIATION FOR RANDOM ELLIPTIC PDE WITH SMALL NOISE
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 2781-2813 |
| Journal / Publication | Annals of Applied Probability |
| Volume | 28 |
| Issue number | 5 |
| Online published | 28 Aug 2018 |
| Publication status | Published - Oct 2018 |
Link(s)
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 et al.
In: Annals of Applied Probability, Vol. 28, No. 5, 10.2018, p. 2781-2813.
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 journal › peer-review
