Large deviation principles for first-order scalar conservation laws with stochastic forcing
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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.
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Cited in
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- Large deviation principles of obstacle problems for quasilinear stochastic PDEs
- Quadratic transportation cost inequality for scalar stochastic conservation laws
- Large deviations for stochastic porous media equations
- Large deviation principle for stochastic Burgers type equation with reflection
- Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations
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- Large deviations for stochastic porous media equation on general measure spaces
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- Large deviations for numerical approximation of stochastic differential delay equations
- Nonlinear stochastic Laplace equation: large deviation and measure concentration
- Long-time behavior of one-dimensional McKean-Vlasov SDEs with common noise
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- White noise-driven stochastic partial differential equations with mean reflection
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- Large deviations of stochastic heat equations with logarithmic nonlinearity
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- Large deviation principle for stochastic slow-fast system with nonlinear multiplicative fractional Brownian motion
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- Large deviations principles for stochastic scalar conservation laws
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