Large deviation principle for semilinear stochastic evolution equations with monotone nonlinearity and multiplicative noise. (Q636919)

Mild solutions of a stochastic evolution equation \(dX^\varepsilon =(AX^\varepsilon +f(X^\varepsilon ))\,dt+\varepsilon g(X^\varepsilon )\,dW\) in a Hilbert space \(H\) are studied from a large deviation principle point of view. Here \(A\) is an infinitesimal generator of a \(C_0\)-semigroup on \(H\), \(f\) satisfies a set of continuity, polynomial growth and monotonicity assumptions, \(g\) is Lipshitz continuous and \(W\) is a cylindrical Wiener process on a Hilbert space \(U\). It is shown that the mild solutions \(\{X^\varepsilon :\varepsilon \downarrow 0\}\) satisfy a large deviation principle for a good rate function \(I\) which is defined as the infimum of \(\frac 12\int _0^T\| u(s)\| ^2\,ds\) over a suitable subset of \(L^2(0,T;U)\). The proof is based on a weak convergence method and the main result is applied to stochastic heat equations with monotone drifts and to semilinear hyperbolic systems.