Nonlinear stochastic Laplace equation: Large Deviations and Measure Concentration

Ananta K Majee

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arXiv · 2408.14742

Nonlinear stochastic Laplace equation: Large Deviations and Measure Concentration

Ananta K Majee

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Abstract

In this paper, a large deviation principle for the strong solution of the p-Laplace equation on unbounded domain driven by small multiplicative Brownian noise is established. The weak convergence approach and the localized time increment estimate plays a crucial role to establish the large deviation principle. Moreover, based on the Girsanov transformation and the standard L2-uniqueness approach, the quadratic transportation cost information inequality is proved for the strong solution to the underlying problem which then implies the measure concentration phenomenon.

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Ananta K Majee. 2024-08-27. Nonlinear stochastic Laplace equation: Large Deviations and Measure Concentration. https://arxiv.org/abs/2408.14742

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