2022/07/01 by Wei-Na Wu, Wu, Weina, Jianliang Zhai +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #60F10 #60H15 #76S05 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Numerical methods in inverse problems #Probability (math.PR) #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.2207.00544
openalex publication_date 2022/07/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We establish a large deviation principle (LDP) for a class of stochastic porous media equations driven by Lévy-type noise on a σ-finite measure space (E,B(E),μ), with the Laplacian replaced by a negative definite self-adjoint operator. One of the main contributions of this paper is that we do not assume the compactness of embeddings in the corresponding Gelfand triple, and to compensate for this generalization, a new procedure is provided. This is the first paper to deal with LDPs for stochastic evolution equations with Lévy noise without compactness conditions. The coefficient Ψ is assumed to satisfy nondecreasing Lipschitz nonlinearity, so an important physical problem covered by this case is the Stefan problem. Numerous examples of negative definite self-adjoint operators are applicable to our results, for example, for open E⊂ℝd, L= Laplacian or fractional Laplacians, i.e., L=-(-Δ)α, α∈(0,1], generalized Schrödinger operators, i.e., L=Δ+2\frac∇ ρρ⋅∇, Laplacians on fractals is also included.