Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
From MaRDI portal
Publication:6095143
DOI10.1007/s00222-023-01207-3zbMath1527.35425arXiv1910.11860MaRDI QIDQ6095143
Benjamin Fehrman, Benjamin Gess
Publication date: 11 October 2023
Published in: Inventiones Mathematicae (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.11860
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Weak solutions to PDEs (35D30) General theory of random and stochastic dynamical systems (37H05) Fokker-Planck equations (35Q84) Rough partial differential equations (60L50) Singular stochastic partial differential equations (60H17)
Related Items
Global density equations for a population of actively switching particles, Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise
Cites Work
- Approximation of quasi-potentials and exit problems for multidimensional RDE’s with noise
- Numerical computation of rare events via large deviation theory
- Non-equilibrium steady states: fluctuations and large deviations of the density and of the current
- Uniform large deviation principles for Banach space valued stochastic evolution equations
- Analysis and Approximation of Rare Events
- Generation of Semi-Groups of Nonlinear Transformations on General Banach Spaces
- Semi-discretization for Stochastic Scalar Conservation Laws with Multiple Rough Fluxes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Perturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field example
- Stochastic scalar conservation laws driven by rough paths
- A theory of regularity structures
- Scalar conservation laws with rough (stochastic) fluxes
- Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case
- Local equilibrium for a one dimensional zero range process
- Differential equations with singular fields
- Transport equation and Cauchy problem for BV vector fields
- New regularity results for Hamilton-Jacobi equations and long time behavior of pathwise (stochastic) viscosity solutions
- \(\Gamma\)-entropy cost for scalar conservation laws
- Scalar conservation laws with multiple rough fluxes
- Ordinary differential equations, transport theory and Sobolev spaces
- Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\)
- Large deviations for infinite dimensional stochastic dynamical systems
- Large deviations principles for stochastic scalar conservation laws
- Compact sets in the space \(L^ p(0,T;B)\)
- On a nonlinear degenerate parabolic equation in infiltration or evaporation through a porous medium
- Quasilinear elliptic-parabolic differential equations
- The Cauchy problem for an equation in the theory of infiltration
- Lattice gases, large deviations, and the incompressible Navier-Stokes equations
- Uniqueness and error estimates in first order quasilinear conservation laws via the kinetic entropy defect measure
- Large deviations for the symmetric simple exclusion process in dimensions \(d\geqq 3\)
- Entropy solutions for nonlinear degenerate problems
- Large deviations from the hydrodynamical limit of mean zero asymmetric zero range processes
- Well-posedness for non-isotropic degenerate parabolic-hyperbolic equations
- Nonuniqueness of bounded solutions for some BV outside a hyperplane vector field
- Some noncoercive parabolic equations with lower order terms in divergence form
- Structure of entropy solutions for multi-dimensional scalar conservation laws
- Macroscopic fluctuation theory for stationary nonequilibrium states
- Hydrostatics and dynamical large deviations for a reaction-diffusion model
- Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation
- Dean-Kawasaki dynamics: ill-posedness vs. triviality
- Regularization by noise for stochastic Hamilton-Jacobi equations
- Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise
- Path-dependent convex conservation laws
- Strong solutions of stochastic equations with singular time dependent drift
- On the uniqueness and stability of entropy solutions of nonlinear degenerate parabolic equations with rough coefficients
- \(L^ 1\)-contraction and uniqueness for quasilinear elliptic-parabolic equations
- A note on the uniqueness of entropy solutions of nonlinear degenerate parabolic equations.
- Renormalized entropy solutions for degenerate parabolic-hyperbolic equations with time-space dependent coefficients
- Eikonal equations and pathwise solutions to fully non-linear SPDEs
- Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions
- Non-equilibrium stationary properties of the boundary driven zero-range process with long jumps
- Large deviation principles for first-order scalar conservation laws with stochastic forcing
- Nonlinear diffusion equations with nonlinear gradient noise
- Fluctuation theory in the Boltzmann-Grad limit
- From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach
- Barriers of the McKean-Vlasov energy via a mountain pass theorem in the space of probability measures
- Solutions for nonlinear Fokker-Planck equations with measures as initial data and Mckean-Vlasov equations
- Weak solutions to Fokker-Planck equations and mean field games
- Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
- Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians
- Numerical methods for conservation laws with rough flux
- Large deviations for the dynamic \(\phi ^{2n}_d\) model
- Stochastic averaging lemmas for kinetic equations
- Stochastic non-isotropic degenerate parabolic-hyperbolic equations
- Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
- Renormalized solutions of some transport equations with partially \(W^{1,1}\) velocities and applications
- Kinetic formulation for heterogeneous scalar conservation laws
- Quasilinear anisotropic degenerate parabolic equations with time-space dependent diffusion coefficients
- Critical non-Sobolev regularity for continuity equations with rough velocity fields
- Path-by-path well-posedness of nonlinear diffusion equations with multiplicative noise
- Entropic and gradient flow formulations for nonlinear diffusion
- Nonequilibrium statistical mechanics of the zero-range process and related models
- Large deviations from a hydrodynamic scaling limit
- Fokker–Planck–Kolmogorov Equations
- Kinetic Formulation for a Parabolic Conservation Law. Application to Homogenization
- Estimates and regularity results for the DiPerna-Lions flow
- Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
- Hydrodynamics and large deviation for simple exclusion processes
- Large deviations, free energy functional and quasi-potential for a mean field model of interacting diffusions
- Large fluctuations for a nonlinear heat equation with noise
- Fully nonlinear stochastic partial differential equations
- Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
- A Kinetic Formulation of Multidimensional Scalar Conservation Laws and Related Equations
- On the uniqueness of the solution of the evolution dam problem
- Langevin equation for the density of a system of interacting Langevin processes
- Fully nonlinear stochastic pde with semilinear stochastic dependence
- Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations
- Modified Massive Arratia Flow and Wasserstein Diffusion
- Rare Event Simulation of Small Noise Diffusions
- Renormalized Entropy Solutions for Quasi-linear Anisotropic Degenerate Parabolic Equations
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Long‐Time Behavior, Invariant Measures, and Regularizing Effects for Stochastic Scalar Conservation Laws
- Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence
