Large Deviations Principles for Stochastic Scalar Conservation Laws
نویسنده
چکیده
Large deviations principles for a family of scalar 1 + 1 dimensional conservative stochastic PDEs (viscous conservation laws) are investigated, in the limit of jointly vanishing noise and viscosity. A first large deviations principle is obtained in a space of Young measures. The associated rate functional vanishes on a wide set, the so-called set of measurevalued solutions to the limiting conservation law. A second order large deviations principle is therefore investigated, however, this can be only partially proved. The second order rate functional provides a generalization for non-convex fluxes of the functional introduced by Jensen [12] and Varadhan [21] in a stochastic particles system setting.
منابع مشابه
Large Deviations Principle for Stochastic Conservation Laws
Abstract. We investigate large deviations for a family of conservative stochastic PDEs (viscous conservation laws) in the asymptotic of jointly vanishing noise and viscosity. We obtain a first large deviations principle in a space of Young measures. The associated rate functional vanishes on a wide set, the so-called set of measure-valued solutions to the limiting conservation law. We therefore...
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تاریخ انتشار 2009