Moderate deviation for random elliptic PDE with small noise

Citation
Li Xiaoou et al., Moderate deviation for random elliptic PDE with small noise, Annals of applied probability , 28(5), 2018, pp. 2781-2813
ISSN journal
10505164
Volume
28
Issue
5
Year of publication
2018
Pages
2781 - 2813
Database
ACNP
SICI code
Abstract
Partial differential equations with random inputs have become popular models to characterize physical systems with uncertainty coming from imprecise measurement and intrinsic randomness. In this paper, we perform asymptotic rare-event analysis for such elliptic PDEs with random inputs.In particular, we consider the asymptotic regime that the noise level converges to zero suggesting that the system uncertainty is low, but does exist.We develop sharp approximations of the probability of a large class of rare events.