Large deviations for locally monotone stochastic partial differential equations driven by Levy noise

TL;DR

This paper proves a large deviation principle for a class of SPDEs with locally monotone coefficients driven by Levy noise, using the weak convergence method to analyze rare events in stochastic systems.

Contribution

It introduces a large deviation framework for locally monotone SPDEs with Levy noise, expanding the understanding of their probabilistic behavior.

Findings

Established a large deviation principle for the class of SPDEs considered.

Applied the weak convergence method effectively in this context.

Provides theoretical foundation for analyzing rare events in Levy-driven SPDEs.

Abstract

In this paper, we establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by L\'evy noise. The weak convergence method plays an important role.