Central limit theorem and moderate deviation principle for stochastic scalar conservation laws

DOI10.1016/J.JMAA.2022.126445zbMATH Open1502.60107arXiv2105.11253OpenAlexW4283169689WikidataQ115188863 ScholiaQ115188863MaRDI QIDQ2166397FDOQ2166397

Authors: Zhengyan Wu, Rangrang Zhang 

Publication date: 24 August 2022

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: We establish a central limit theorem and prove a moderate deviation principle for stochastic scalar conservation laws. Due to the lack of viscous term, this is done in the framework of kinetic solution. The weak convergence method and doubling variables method play a key role.

Full work available at URL: https://arxiv.org/abs/2105.11253

Recommendations

• Stochastic 2D primitive equations: central limit theorem and moderate deviation principle
• Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations
• Large deviations principles for stochastic scalar conservation laws
• Large deviation principles for first-order scalar conservation laws with stochastic forcing
• On the small time asymptotics of scalar stochastic conservation laws

zbMATH Keywords

central limit theoremmoderate deviation principleweak convergence methodkinetic solutionstochastic scalar conservation lawsdoubling of variables method

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• A variational representation for certain functionals of Brownian motion
• Stochastic Burgers and KPZ equations from particle systems
• The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities
• A variational representation for positive functionals of infinite dimensional Brownian motion
• Title not available (Why is that?)
• Stochastic scalar conservation laws
• Large deviations for infinite dimensional stochastic dynamical systems
• Invariant measures for Burgers equation with stochastic forcing
• Scalar conservation laws with general boundary condition and continuous flux function
• On a stochastic first-order hyperbolic equation in a bounded domain
• Title not available (Why is that?)
• On a stochastic scalar conservation law
• Title not available (Why is that?)
• Invariant measure of scalar first-order conservation laws with stochastic forcing
• Scalar conservation laws with stochastic forcing
• A Kinetic Formulation of Multidimensional Scalar Conservation Laws and Related Equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
• Degenerate parabolic stochastic partial differential equations: quasilinear case
• Asymptotically normal families of distributions and efficient estimation
• Large deviation principles of obstacle problems for quasilinear stochastic PDEs
• Moderate deviation principle for a class of stochastic partial differential equations
• Viscous instanton for Burgers' turbulence
• Large deviation principles for first-order scalar conservation laws with stochastic forcing
• Semilinear stochastic partial differential equations: central limit theorem and moderate deviations
• Moderate deviations for a stochastic Burgers equation

Cited In (8)

• Moderate deviations and central limit theorem for positive diffusions
• Reversible coalescing-fragmentating Wasserstein dynamics on the real line
• Large deviation principles for first-order scalar conservation laws with stochastic forcing
• Central limit theorems and moderate deviations for stochastic reaction-diffusion lattice systems
• On the small time asymptotics of scalar stochastic conservation laws
• A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one
• Large deviations principles for stochastic scalar conservation laws
• Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations

This page was built for publication: Central limit theorem and moderate deviation principle for stochastic scalar conservation laws

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2166397)