Uniform large deviation principles for Banach space valued stochastic evolution equations

DOI10.1090/TRAN/7872MaRDI QIDQ5243107zbMATH OpenOpenAlexFDO

Authors Michael Salins, Paul Dupuis, Amarjit Budhiraja

Publication date 14 November 2019

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.00648

zbMATH Keywords

stochastic partial differential equationsstochastic Navier-Stokes equationsstochastic reaction-diffusion equationsvariational representationssmall noise asymptoticsuniform large deviationsuniform Laplace principleexit time asymptotics

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We prove a large deviation principle (LDP) for a general class of Banach space valued stochastic differential equations (SDE) that is uniform with respect to initial conditions in bounded subsets of the Banach space. A key step in the proof is showing that a uniform large deviation principle over compact sets is implied by a uniform over compact sets Laplace principle. Because bounded subsets of infinite dimensional Banach spaces are in general not relatively compact in the norm topology, we embed the Banach space into its double dual and utilize the weak-$star$ compactness of closed bounded sets in the double dual space. We prove that a modified version of our stochastic differential equation satisfies a uniform Laplace principle over weak-$star$ compact sets and consequently a uniform over bounded sets large deviation principle. We then transfer this result back to the original equation using a contraction principle. The main motivation for this uniform LDP is to generalize results of Freidlin and Wentzell concerning the behavior of finite dimensional SDEs. Here we apply the uniform LDP to study the asymptotics of exit times from bounded sets of Banach space valued small noise SDE, including reaction diffusion equations with multiplicative noise and $2$-dimensional stochastic Navier-Stokes equations with multiplicative noise.

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