English

Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions

Probability 2016-06-02 v2 Mathematical Physics math.MP

Abstract

We study the stochastic Allen-Cahn equation driven by a noise term with intensity ε\sqrt{\varepsilon} and correlation length δ\delta in two and three spatial dimensions. We study diagonal limits δ,ε0\delta, \varepsilon \to 0 and describe fully the large deviation behaviour depending on the relationship between δ\delta and ε\varepsilon. The recently developed theory of regularity structures allows to fully analyse the behaviour of solutions for vanishing correlation length δ\delta and fixed noise intensity ε\varepsilon. One key fact is that in order to get non-trivial limits as δ0\delta \to 0, it is necessary to introduce diverging counterterms. The theory of regularity structures allows to rigorously analyse this renormalisation procedure for a number of interesting equations. Our main result is a large deviation principle for these renormalised solutions. One interesting feature of this result is that the diverging renormalisation constants disappear at the level of the large deviations rate function. We apply this result to derive a sharp condition on δ,ε\delta, \varepsilon that guarantees a large deviation principle for diagonal schemes ε,δ0\varepsilon, \delta \to 0 for the equation without renormalisation.

Keywords

Cite

@article{arxiv.1404.5863,
  title  = {Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions},
  author = {Martin Hairer and Hendrik Weber},
  journal= {arXiv preprint arXiv:1404.5863},
  year   = {2016}
}

Comments

29 pages, Version 2 is accepted for publication in "Annales de la Facult\'e des Sciences de Toulouse", some typos are removed and some smaller clarifications are made

R2 v1 2026-06-22T03:57:04.781Z