Large Deviations of Invariant Measures of Stochastic Reaction–Diffusion Equations on Unbounded Domains

Abstract

AbstractThis paper is concerned with the large deviation principle of invariant measures of the stochastic reaction–diffusion equation with polynomial drift driven by additive noise defined on the entire space $$\mathbb {R}^n$$ R n . Since the standard Sobolev embeddings on $$\mathbb {R}^n$$ R n are not compact and the spectrum of the Laplace operator on $$\mathbb {R}^n$$ R n are not discrete, there are many issues for proving the large deviations of invariant measures in the case of unbounded domains, including the difficulties for proving the compactness of the level sets of rate functions, the uniform Dembo–Zeitouni large deviations on compact sets as well as the exponential tightness on compact sets. Currently, there is no result available in the literature on the large deviations of invariant measures for stochastic PDEs on unbounded domains, and this paper is the first one to deal with this issue. The non-compactness of the standard Sobolev embeddings on $$\mathbb {R}^n$$ R n is circumvented by the idea of uniform tail-ends estimates together with the arguments of weighted spaces.