Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises

Taking the consideration of two-dimensional stochastic Navier–Stokes equations with multiplicative Lévy noises, where the noises intensities are related to the viscosity, a large deviation principle is established by using the weak convergence method skillfully, when the viscosity converges to 0. Due to the appearance of the jumps, it is difficult to close the energy estimates and obtain the desired convergence. Hence, one cannot simply use the weak convergence approach. To overcome the difficulty, one introduces special norms for new arguments and more careful analysis.