Large deviations for a reaction-diffusion equation with non-Gaussian perturbations (Q1184102): Difference between revisions

The author investigates the behaviour of the solution of the stochastic reaction-diffusion equation \[ \partial^ t v^ \varepsilon={\mathcal L}v^ \varepsilon+f(x,v^ \varepsilon)+\varepsilon\sigma(x,v^ \varepsilon)\ddot W_{tx}\tag{1} \] as the parameter \(\varepsilon\) tends to zero. The equation (1) is considered on the unit circle \(S^ 1\). The operator \({\mathcal L}\) is a strongly-elliptic second-order operator with constant coefficients, \(f\) and \(\sigma\) are sufficiently regular and \(\ddot W_{tx}\), the random perturbation of the deterministic reaction- diffusion equation \(\partial_ t v^ 0={\mathcal L}v^ 0+f(x,v^ 0)\), is the formal derivative of a Brownian sheet. The large deviation principle for (1) is proved in the Hölder norm (resp. in the supremum norm) if the initial condition is Hölder continuous (resp. continuous). It is worthy of note that \(\sigma\) may depend nontrivially on \(v^ \varepsilon\).