Xu, Lu (2008) Large deviations technique on stochastic reaction-diffusion equations. PhD thesis, University of Warwick.

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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.

Item Type:	Thesis or Dissertation (PhD)
Subjects:	Q Science > QA Mathematics
Library of Congress Subject Headings (LCSH):	Large deviations -- Research, Stochastic partial differential equations, Brownian motion processes, Degenerate differential equations
Official Date:	October 2008
Dates:	Date Event October 2008 Submitted
Institution:	University of Warwick
Theses Department:	Mathematics Institute
Thesis Type:	PhD
Publication Status:	Unpublished
Supervisor(s)/Advisor:	Tribe, Roger
Format of File:	pdf
Extent:	130 leaves
Language:	eng
URI:	http://wrap.warwick.ac.uk/id/eprint/2736

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