Log in

Moderate Deviations for a Stochastic Wave Equation in Dimension Three

  • Published:
Acta Applicandae Mathematicae Aims and scope Submit manuscript

Abstract

In this paper, we prove a central limit theorem and establish a moderate deviation principle for a perturbed stochastic wave equation defined on \([0,T]\times \mathbb{R}^{3}\). This equation is driven by a Gaussian noise, white in time and correlated in space. The weak convergence approach plays an important role.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
EUR 32.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or Ebook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Budhiraja, A., Dupuis, P., Maroulas, V.: Large deviations for infinite dimensional stochastic dynamical systems. Ann. Probab. 36, 1390–1420 (2008)

    Article  MathSciNet  Google Scholar 

  2. Budhiraja, A., Dupuis, P., Ganguly, A.: Moderate deviation principles for stochastic differential equations with jumps. Ann. Probab. 44, 1723–1775 (2016)

    Article  MathSciNet  Google Scholar 

  3. Cerrai, S., Röckner, M.: Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term. Ann. Probab. 32, 1100–1139 (2004)

    Article  MathSciNet  Google Scholar 

  4. Chenal, F., Millet, A.: Uniform large deviations for parabolic SPDEs and applications. Stoch. Process. Appl. 72, 161–186 (1997)

    Article  MathSciNet  Google Scholar 

  5. Da Prato, G., Zabczyk, J.: Stochastic Equations in Infinite Dimensions. Cambridge University Press, Cambridge (1992)

    Book  Google Scholar 

  6. Dalang, R.C.: Extending the martingale measure stochastic integral with applications to spatially homogeneous spde’s. Electron. J. Probab. 4, 6 (1999)

    Article  MathSciNet  Google Scholar 

  7. Dalang, R.C.: The stochastic wave equation. In: A Minicourse on Stochastic Partial Differential Equations. Lecture Notes in Math., vol. 1962, pp. 39–71. Springer, Berlin (2009)

    Google Scholar 

  8. Dalang, R.C., Mueller, C.: Some non-linear S.P.D.E’s that are second order in time. Electron. J. Probab. 8(1), 1–21 (2003)

    MathSciNet  MATH  Google Scholar 

  9. Dalang, R.C., Sanz-Solé, M.: Hölder-Sobolev Regularity of Solution to Stochastic Wave Equation in Dimension Three. Mem. Am. Math. Soc., vol. 199 (2009)

    MATH  Google Scholar 

  10. De Acosta, A.: Moderate deviations and associated Laplace approximations for sums of independent random vectors. Transl. Am. Math. Soc. 329, 357–375 (1992)

    Article  MathSciNet  Google Scholar 

  11. Dembo, A., Zeitouni, O.: Large Deviations Techniques and Applications, 2nd edn. Applications of Mathematics, vol. 38. Springer, Berlin (1998)

    Book  Google Scholar 

  12. Dong, Z., **ong, J., Zhai, J., Zhang, T.: A moderate deviation principle for 2-D stochastic Navier–Stokes equations driven by multiplicative Lévy noises. J. Funct. Anal. 272(1), 227–254 (2017)

    Article  MathSciNet  Google Scholar 

  13. Dupuis, P., Ellis, R.: A Weak Convergence Approach to the Theory of Large Deviations. Wiley, New York (1997)

    Book  Google Scholar 

  14. Ermakov, M.: The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviations probabilities. Electron. J. Stat. 6, 2150–2184 (2012)

    Article  MathSciNet  Google Scholar 

  15. Freidlin, M.I.: Random perturbations of reaction-diffusion equations: the quasi-deterministic approach. Transl. Am. Math. Soc. 305, 665–697 (1988)

    MATH  Google Scholar 

  16. Freidlin, M.I., Wentzell, A.D.: Random Perturbation of Dynamical Systems. Springer, Berlin (1984). Translated by Szuc, J.

    Book  Google Scholar 

  17. Gao, F.Q.: Moderate deviations for martingales and mixing random processes. Stoch. Process. Appl. 61, 263–275 (1996)

    Article  MathSciNet  Google Scholar 

  18. Gao, F.Q., Zhao, X.Q.: Delta method in large deviations and moderate deviations for estimators. Ann. Stat. 39, 1211–1240 (2011)

    Article  MathSciNet  Google Scholar 

  19. Guillin, A., Liptser, R.: Examples of moderate deviation principle for diffusion processes. Discrete Contin. Dyn. Syst., Ser. B 6, 803–828 (2006)

    Article  MathSciNet  Google Scholar 

  20. Hu, Y., Huang, J., Nualart, D.: On Hölder continuity of the solution of stochastic wave equations in dimension three. Stoch. Partial Differ. Equ., Anal. Computat. 2(3), 353–407 (2014)

    MATH  Google Scholar 

  21. Ledoux, M.: Sur les deviations modérées des sommes de variables aléatoires vectorielles independantes de même loi. Ann. Henri Poincaré 28, 267–280 (1992)

    MATH  Google Scholar 

  22. Li, Y., **e, Y., Zhang, X.: Large deviation principle for stochastic heat equation with memory. Discrete Contin. Dyn. Syst. 35(11), 5221–5237 (2015)

    Article  MathSciNet  Google Scholar 

  23. Millet, A., Sanz-Solé, M.: Approximation and support theorem for a wave equation in two space dimensions. Bernoulli 6, 887–915 (2000)

    Article  MathSciNet  Google Scholar 

  24. Ortiz-López, V., Sanz-Solé, M.: A Laplace principle for a stochastic wave equation in spatial dimension three. In: Stochastic Analysis 2010, pp. 31–49. Springer, Heidelberg (2011)

    Chapter  Google Scholar 

  25. Ren, J.G., Zhang, X.C.: Freidlin-Wentzell’s large deviations for stochastic evolution equations. J. Funct. Anal. 254(12), 3148–3172 (2008)

    Article  MathSciNet  Google Scholar 

  26. Sowers, R.: Large deviations for a reaction-diffusion equation with non-Gaussian perturbation. Ann. Probab. 20, 504–537 (1992)

    Article  MathSciNet  Google Scholar 

  27. Walsh, J.B.: An introduction to stochastic partial differential equations. In: École D’été de Probabilités St Flour XIV. Lecture Notes in Math., vol. 1180. Springer, Berlin (1986)

    Google Scholar 

  28. Wang, R., Zhang, T.: Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise. Potential Anal. 42, 99–113 (2015)

    Article  MathSciNet  Google Scholar 

  29. Wang, R., Zhai, J., Zhang, T.: A moderate deviation principle for 2-D stochastic Navier-Stokes equations. J. Differ. Equ. 258(10), 3363–3390 (2015)

    Article  MathSciNet  Google Scholar 

  30. Wu, L.: Moderate deviations of dependent random variables related to CLT. Ann. Probab. 23, 420–445 (1995)

    Article  MathSciNet  Google Scholar 

  31. Xu, T., Zhang, T.: White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles. Stoch. Process. Appl. 119(10), 3453–3470 (2009)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

The authors are grateful to the referee for his/her very numerous and conscientious comments and corrections. R. Wang was supported by Natural Science Foundation of China (11431014, 11671076). N. Yao was supported by Natural Science Foundation of China (11371283).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ruinan Li.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Cheng, L., Li, R., Wang, R. et al. Moderate Deviations for a Stochastic Wave Equation in Dimension Three. Acta Appl Math 158, 67–85 (2018). https://doi.org/10.1007/s10440-018-0174-1

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10440-018-0174-1

Keywords

Mathematics Subject Classification

Navigation