Parisa Fatheddin, Ohio State University, Marion
2022 AWM Research Symposium
Deterministic and Probabilistic Approaches for Nonlinear PDEs
We consider the asymptotic limits of two dimensional incompressible stochastic Navier Stokes equation and one dimensional stochastic Schrodinger equation. These limits include large and moderate deviations, Central limit theorem, and the law of the iterated logarithm. For large and moderate deviations, we will discuss both the Azencott method and the weak convergence approach and show how they can be used to derive the Strassen's compact law of the iterated logarithm. The exit problem will also be given as an application.