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Large Deviations Principle for Stochastic Scalar Conservation Laws

dc.contributor.authorMariani, Mauro
dc.date.accessioned2012-05-31T10:19:05Z
dc.date.available2012-05-31T10:19:05Z
dc.date.issued2010
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/9310
dc.language.isoenen
dc.subjectEntropy functionalen
dc.subjectConservation lawsen
dc.subjectLarge deviationsen
dc.subjectStochastic PDEen
dc.subject.ddc519en
dc.titleLarge Deviations Principle for Stochastic Scalar Conservation Lawsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenLarge 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.en
dc.relation.isversionofjnlnameProbability Theory and Related Fields
dc.relation.isversionofjnlvol147en
dc.relation.isversionofjnlissue3-4en
dc.relation.isversionofjnldate2010
dc.relation.isversionofjnlpages607-648en
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/s00440-009-0218-6en
dc.description.sponsorshipprivatenonen
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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