Large deviation principles for first-order scalar conservation laws with stochastic forcing
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Publication:2180387
DOI10.1214/19-AAP1503zbMATH Open1465.60025arXiv1806.02955MaRDI QIDQ2180387FDOQ2180387
Authors: Zhao Dong, Rangrang Zhang, Tu-Sheng Zhang, Jiang-Lun Wu 
Publication date: 13 May 2020
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Abstract: In this paper, we established the Freidlin-Wentzell type large deviation principles for first-order scalar conservation laws perturbed by small multiplicative noise. Due to the lack of the viscous terms in the stochastic equations, the kinetic solution to the Cauchy problem for these first-order conservation laws is studied. Then, based on the well-posedness of the kinetic solutions, we show that the large deviations holds by utilising the weak convergence approach.
Full work available at URL: https://arxiv.org/abs/1806.02955
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Cited In (23)
- Ergodicity for stochastic conservation laws with multiplicative noise
- Large Deviations for Stochastic Generalized Porous Media Equations Driven by Lévy Noise
- Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
- Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure
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- Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
- Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
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- Stochastic evolutionary \(p\)-Laplace equation: large deviation principles and transportation cost inequality
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