Large deviations for stochastic evolution equations beyond the coercive case
Abstract Using the weak convergence approach, we prove the small-noise large deviation principle (LDP) for stochastic evolution equations in an $$L^2$$ L 2 -setting. As the coefficients are allowed to be non-coercive, our framework encompasses a much broader scope than variational settings. In place of coercivity, we require only well-posedness of the stochastic evolution equation and two concrete, verifiable a priori estimates. Furthermore, we accommodate drift nonlinearities satisfying a modified criticality condition and we allow for vanishing drift perturbations. The latter permits the inclusion of Itô–Stratonovich correction terms, enabling the treatment of both noise interpretations. We apply our results to a reaction-diffusion system that lacks coercivity. In separate joint work, the present framework has been used to establish an LDP for the 3D primitive equations with full transport noise, further demonstrating its versatility. Finally, we show that even in the coercive case, our framework yields new LDP results for equations with critical nonlinearities that rely on our modified criticality condition, including the stochastic 2D Allen–Cahn equation in the weak setting.
Authors
- Esmée S. Theewis (ORCID: https://orcid.org/0000-0002-2263-7032)
Institutions
- Delft University of Technology (NL)
Publication Details
- Journal
- Stochastic Partial Differential Equations Analysis and Computations
- Published
- 2026-09-28
- DOI
- https://doi.org/10.1007/s40072-026-00445-9
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00