A large deviation principle for the stochastic heat equation with general rough noise

preprint2022arXivOpen access

Abstract

We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: ∂uε(t,x)∂t=∂2uε(t,x)∂x2+εσ(t,x,uε(t,x))W˙(t,x),t>0, x∈R,\frac{\partial u^\varepsilon(t,x)}{\partial t} = \frac{\partial^2 u^\varepsilon(t,x)}{\partial x^2}+\sqrt{\varepsilon} σ(t, x, u^\varepsilon(t,x))\dot{W}(t,x),\quad t> 0,\, x\in\mathbb{R}, where W˙\dot W is white in time and fractional in space with Hurst parameter H∈(14,12)H\in(\frac 14,\frac 12). Recently, Hu and Wang ({\it Ann. Inst. Henri Poincaré Probab. Stat.} {\bf 58} (2022) 379-423) studied the well-posedness of this equation without the technical condition of σ(0)=0σ(0)=0 which was previously assumed in Hu et al. ({\it Ann. Probab}. {\bf 45} (2017) 4561-4616). We adopt a new sufficient condition proposed by Matoussi et al. ({\it Appl. Math. Optim.} \textbf{83} (2021) 849-879) for the weak convergence criterion of the large deviation principle.

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