A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises

DOI10.1016/J.JFA.2016.10.012MaRDI QIDQ333119zbMATH OpenOpenAlexFDO

Authors Zhao Dong, Jie Xiong, Jianliang Zhai, Tu-Sheng Zhang

Publication date 9 November 2016

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1505.04671

zbMATH Keywords

moderate deviation principlePoisson random measurestochastic Navier-Stokes equations

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) Large deviations (60F10) Processes with independent increments; Lévy processes (60G51) Random measures (60G57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this paper, we establish a moderate deviation principle for two-dimensional stochastic Navier-Stokes equations driven by multiplicative $Lacuteevy$ noises. The weak convergence method introduced by Budhiraja, Dupuis and Ganguly in arXiv:1401.73v1 plays a key role.

Review text

The authors consider an incompressible Navier-Stokes equation \(u_t-\nu\Delta u+(u\cdot\nabla)u+\nabla p=f\) with homogeneous Dirichlet boundary condition on a bounded domain \(D\) in \(\mathbb R^2\). This equation is perturbed in a multiplicative way by a compensated Poisson random measure on a locally compact Polish space with the intensity measure \(\varepsilon^{-1}\lambda\otimes\vartheta\). If \(u\) denotes the solution of the unperturbed (deterministic) equation and \(u^\varepsilon\) is the solution of the perturbed (stochastic) equation for \(\varepsilon>0\), then a large deviation principle for \((u^\varepsilon-u)/a(\varepsilon)\) with speed \(\varepsilon a^{-2}(\varepsilon)\) is proved. Here, \(a\) is assumed to satisfy \(a(\varepsilon)\to 0\) and \(\varepsilon a^{-2}(\varepsilon)\to 0\) as \(\varepsilon\to 0\).

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