A Class of Stochastic Partial Differential Equations with Jumps in Fluid Dynamics: Large and Moderate Deviation Asymptotics

We establish large and moderate deviation principles for a broad class of nonlinear stochastic partial differential equations driven by multiplicative Poisson random measures in the small-noise regime. Our abstract framework is formulated for locally monotone evolution equations over a Hilbert triple and encompasses several important models arising in fluid dynamics and turbulence theory, including the two-dimensional Navier–Stokes equations, magnetohydrodynamics (MHD), the GOY shell model of turbulence, the two-dimensional tidal equations, and Navier–Stokes equations with nonlinear viscosities. A key analytical ingredient is the well-posedness of the associated controlled equations, established using the method of local monotonicity. The large and moderate deviation principles are then proved via the weak convergence approach.