Small time asymptotics for a class of stochastic partial differential equations with fully monotone coefficients forced by multiplicative Gaussian noise

Abstract: The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential equations (SPDEs) with fully monotone coefficients driven by multiplicative Gaussian noise. The small time LDP obtained in this paper is applicable for various quasi-linear and semilinear SPDEs such as porous medium equations, Cahn-Hilliard equation, 2D Navier-Stokes equations, convection-diffusion equation, 2D liquid crystal model, power law fluids, Ladyzhenskaya model, $p$-Laplacian equations, etc., perturbed by multiplicative Gaussian noise.