On LDP and inviscid hydrodynamical equations
Seminar Room 1, Newton Institute
AbstractWe will present some recent results jointly proven with H. Bessaih about a Large Deviations Principle for solutions to some stochastic hydrodynamical equations when the viscosity coefficient converges to 0 and the (multiplicative) noise is multiplied by the square root of the viscosity. The good rate function is described in terms of the solution to a deterministic inviscid control equation, which is more irregular in the space variable than the solution to the stochastic evolution equation. This forces us to use either a smaller space or a weaker topology than the "natural ones". The proof uses the weak convergence approach to LDP.
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