Large deviation principle for stochastic reaction-diffusion equations with super-linear drift on $\mathbb{R}$ driven by space-time white noise

Abstract

In this paper, we consider stochastic reaction-diffusion equations with super-linear drift on the real line $\mathbb{R}$ driven by space-time white noise. A Freidlin-Wentzell large deviation principle is established by a modified weak convergence method on the space $C([0,T],C_{tem}(\mathbb{R}))$. Obtaining the main result in this paper is challenging due to the setting of unbounded domain, the space-time white noise, and the superlinear drift term without dissipation. To overcome these difficulties, the special designed norm on $C([0,T],C_{tem}(\mathbb{R}))$, one order moment estimates of the stochastic convolution and two nonlinear Gronwall-type inequalities play an important role.

References in corpus (1)

• Large deviations for infinite dimensional stochastic dynamical systems