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Large deviation for a 3D globally modified Cahn–Hilliard–Navier–Stokes model under random influences

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  • Deugoué, G.
  • Tachim Medjo, T.

Abstract

In this article, we derive a large deviation principle of the strong solution of the 3D globally modified Cahn–Hilliard–Navier–Stokes model under random influences. The model consists of the stochastic globally modified Navier–Stokes equations for the velocity, coupled with a Cahn–Hilliard equation for the order (phase) parameter. The proof relies on the weak convergence method that was introduced in Budhiraja et al. (2011) and based on a variational representation on infinite-dimensional Brownian motion.

Suggested Citation

  • Deugoué, G. & Tachim Medjo, T., 2023. "Large deviation for a 3D globally modified Cahn–Hilliard–Navier–Stokes model under random influences," Stochastic Processes and their Applications, Elsevier, vol. 160(C), pages 33-71.
    • Handle: RePEc:eee:spapps:v:160:y:2023:i:c:p:33-71
    DOI: 10.1016/j.spa.2023.02.010
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    References listed on IDEAS

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    1. Budhiraja, Amarjit & Chen, Jiang & Dupuis, Paul, 2013. "Large deviations for stochastic partial differential equations driven by a Poisson random measure," Stochastic Processes and their Applications, Elsevier, vol. 123(2), pages 523-560.
    2. Duan, Jinqiao & Millet, Annie, 2009. "Large deviations for the Boussinesq equations under random influences," Stochastic Processes and their Applications, Elsevier, vol. 119(6), pages 2052-2081, June.
    3. Chenal, Fabien & Millet, Annie, 1997. "Uniform large deviations for parabolic SPDEs and applications," Stochastic Processes and their Applications, Elsevier, vol. 72(2), pages 161-186, December.
    4. Cardon-Weber, Caroline, 1999. "Large deviations for a Burgers'-type SPDE," Stochastic Processes and their Applications, Elsevier, vol. 84(1), pages 53-70, November.
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