Uniform large deviation principles for the stochastic heat equation over unbounded sets of initial data

Abstract

We study small-noise large deviations for the stochastic heat equation (SHE) on the torus with unbounded, multiplicative space-time white noise. We establish uniform large deviation principles (ULDPs) over unbounded sets of initial data, alongside novel well-posedness and regularity results. The ULDPs are obtained for both continuous-in-space and $L^p$ initial data. For these two classes, the ULDP holds uniformly over $L^q$-bounded subsets, with $q<\infty$ and $q<p$ allowed respectively, so these sets are highly unbounded in the state space. The admissible range of $q$ is dictated by the growth of the noise coefficient in the SHE. Crucially, our methods allow us to reach down to $q=1$. This yields ULDPs over $L^1$-bounded subsets, enabling the study of exit times in physical systems with mass conservation.