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Large deviations for invariant measure of stochastic Allen-Cahn equation with inhomogeneous boundary conditions and multiplicative noise

2025/12/11 by Rui Bai, Bai, Rui, Chunrong Feng +3
Computer Science · Economics, Econometrics and Finance · Materials Science · Mathematics · #math.AP #math.PR #msc:35R60 #msc:37A50 #msc:37L55 #msc:60F10 #msc:60H15

paper · pdf · doi:10.48550/arxiv.2512.10536

40 pages. Revised Section 4.1 and the exponential estimate for invariant measures. The noise coefficient is now assumed to have strictly sublinear growth

arxiv created 2026/07/28 · arxiv updated 2026/07/30

Abstract

We establish a small-noise large deviation principle for the family of invariant measures \με\ε>0 associated with the one-dimensional stochastic Allen-Cahn equation, subject to inhomogeneous Dirichlet boundary conditions and driven by unbounded multiplicative noise. The main novelty is that the deterministic system is only weakly dissipative, while the noise coefficient is allowed to have strictly sublinear growth arbitrarily close to linear. Using L. Simon's convergence theorem, we prove that every trajectory of the corresponding noiseless equation converges, as time tends to infinity, to the unique minimiser of the Ginzburg-Landau energy functional determined by the boundary conditions. A key ingredient is an exponential estimate for the invariant measures outside bounded subsets of Wk^⋆,p^⋆, where k^⋆ p^⋆>1 and p^⋆ are sufficiently large; such subsets are compact in the underlying space of continuous functions. As a consequence of the large deviation principle, we show that, as ε→ 0, the invariant measures με concentrate exponentially fast around the unique minimiser.

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