Sample-path large deviation principle for a 2-D stochastic interacting vortex dynamics with singular kernel

Abstract

We consider a stochastic interacting vortex system of $N$ particles, approximating the vorticity formulation of 2-D Navier-Stokes equation on torus. The singular interaction kernel is given by the Biot-Savart law. We only require the initial state to have finite energy, and obtain a sample-path large deviation principle for the empirical measure when the number of vortices goes to infinity. The rate function is characterized by an explicit formula supporting on sample paths with finite energy and finite integral of $L^2$ norms over time. The proof utilizes a symmetrization technique for the representation of singular kernel, together with a detailed regularity analysis of the sample path with finite rate function. The key step is to prove that the singular term after symmetrization can be bounded by the integral of $L^2$ norms along sample paths.