Large deviations principle for invariant measures of stochastic Burgers equations

Abstract

We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon }\to 0$ and the covariance operator $Q_{\epsilon }$ is convergent to $(-\Delta {)}^{\frac{1}{2}}$ and prove a large deviations principle for solutions, uniformly with respect to the initial value of equation. Furthermore, we set $Q_{\epsilon }$ to be a trace class operator and converge to $(-\Delta {)}^{\frac{\alpha }{2}}$ with $\alpha <1$ in a suitable way such that the invariant measures exist. Then, we prove the large deviations principle for the invariant measures of stochastic Burgers equations.

52 pages