Quasipotential and exit time for 2D Stochastic Navier-Stokes equations driven by space time white noise
We are dealing with the Navier-Stokes equation in a bounded regular domain O of R 2 , perturbed by an additive Gaussian noise ∂ w Q δ / ∂ t , which is white in time and colored in space. We assume that the correlation radius of the noise gets smaller and smaller as δ ↘ 0 , so that the noise converge...
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Veröffentlicht in: | Probability theory and related fields 2015-08, Vol.162 (3-4), p.739-793 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We are dealing with the Navier-Stokes equation in a bounded regular domain
O
of
R
2
, perturbed by an additive Gaussian noise
∂
w
Q
δ
/
∂
t
, which is white in time and colored in space. We assume that the correlation radius of the noise gets smaller and smaller as
δ
↘
0
, so that the noise converges to the white noise in space and time. For every
δ
>
0
we introduce the large deviation action functional
S
T
δ
and the corresponding quasi-potential
U
δ
and, by using arguments from relaxation and
Γ
-convergence we show that
U
δ
converges to
U
=
U
0
, in spite of the fact that the Navier-Stokes equation has no meaning in the space of square integrable functions, when perturbed by space-time white noise. Moreover, in the case of periodic boundary conditions the limiting functional
U
is explicitly computed. Finally, we apply these results to estimate of the asymptotics of the expected exit time of the solution of the stochastic Navier-Stokes equation from a basin of attraction of an asymptotically stable point for the unperturbed system. |
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ISSN: | 0178-8051 1432-2064 |
DOI: | 10.1007/s00440-014-0584-6 |