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A comparison of homogenization and large deviations, with applications to wavefront propagation

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  • Freidlin, Mark I.
  • Sowers, Richard B.

Abstract

We consider the combined effects of homogenization and large deviations in a stochastic differential equation. We show that there are three regimes, depending on the relative rates at which the small viscosity parameter and the homogenization parameter tend to zero. We prove some large-deviations-type estimates, and then apply these results to study wavefronts in both a single reaction-diffusion equation and in a system of reaction-diffusion equations.

Suggested Citation

  • Freidlin, Mark I. & Sowers, Richard B., 1999. "A comparison of homogenization and large deviations, with applications to wavefront propagation," Stochastic Processes and their Applications, Elsevier, vol. 82(1), pages 23-52, July.
    • Handle: RePEc:eee:spapps:v:82:y:1999:i:1:p:23-52
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    Cited by:

    1. Cl´ement Manga & Alioune Coulibaly & Alassane Diedhiou, 2019. "On Jumps Stochastic Evolution Equations With Application of Homogenization and Large Deviations," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 11(2), pages 125-134, April.
    2. Dupuis, Paul & Spiliopoulos, Konstantinos, 2012. "Large deviations for multiscale diffusion via weak convergence methods," Stochastic Processes and their Applications, Elsevier, vol. 122(4), pages 1947-1987.
    3. Solesne Bourguin & Thanh Dang & Konstantinos Spiliopoulos, 2023. "Moderate Deviation Principle for Multiscale Systems Driven by Fractional Brownian Motion," Journal of Theoretical Probability, Springer, vol. 36(1), pages 1-57, March.
    4. Veretennikov, A. Yu., 2000. "On large deviations for SDEs with small diffusion and averaging," Stochastic Processes and their Applications, Elsevier, vol. 89(1), pages 69-79, September.
    5. Bezemek, Z.W. & Spiliopoulos, K., 2023. "Large deviations for interacting multiscale particle systems," Stochastic Processes and their Applications, Elsevier, vol. 155(C), pages 27-108.
    6. Konstantinos Spiliopoulos & Alexandra Chronopoulou, 2013. "Maximum likelihood estimation for small noise multiscale diffusions," Statistical Inference for Stochastic Processes, Springer, vol. 16(3), pages 237-266, October.

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