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 measure-valued 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 and Varadhan in a stochastic particles system setting. © Springer-Verlag 2009.

Large deviations principles for stochastic scalar conservation laws / Mariani, Mauro. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - STAMPA. - 147:3(2010), pp. 607-648. [10.1007/s00440-009-0218-6]

Large deviations principles for stochastic scalar conservation laws

MARIANI, Mauro
2010

Abstract

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 measure-valued 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 and Varadhan in a stochastic particles system setting. © Springer-Verlag 2009.
2010
conservation laws; entropy functional; large deviations; stochastic pde
01 Pubblicazione su rivista::01a Articolo in rivista
Large deviations principles for stochastic scalar conservation laws / Mariani, Mauro. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - STAMPA. - 147:3(2010), pp. 607-648. [10.1007/s00440-009-0218-6]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/468793
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