Related papers: Density large deviations for multidimensional stoc…
A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…
Systems of the first order partial differential equations with singular solutions appear in many multiphysics problems and the weak formulation of solutions involve in many cases product of distributions. In this paper we study such a…
We study the limiting behavior of the solutions to a class of conservation laws with vanishing nonlinear diffusion and dispersion terms. We prove the convergence to the entropy solution of the first order problem under a condition on the…
We are concerned with multidimensional stochastic balance laws. We identify a class of nonlinear balance laws for which uniform spatial $BV$ bounds for vanishing viscosity approximations can be achieved. Moreover, we establish temporal…
For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large…
We are concerned with fully-discrete schemes for the numerical approximation of diffusive-dispersive hyperbolic conservation laws with a discontinuous flux function in one-space dimension. More precisely, we show the convergence of…
We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…
The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…
We present several examples of fundamental problems involving weak continuity and compactness for nonlinear partial differential equations, in which compensated compactness and related ideas have played a significant role. We first focus on…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We study the effects of weak viscosity on shock formation in 1D hyperbolic conservation laws. Given an inviscid solution that forms a nondegenerate shock, we add a small viscous regularization and study the limit as the viscosity vanishes.…
We consider the weakly asymmetric exclusion process on a bounded interval with particle reservoirs at the endpoints. The hydrodynamic limit for the empirical density, obtained in the diffusive scaling, is given by the viscous Burgers…
We study the inflow-outflow boundary value problem on an interval, the analog of the 1D shock tube problem for gas dynamics, for general systems of hyperbolic-parabolic conservation laws. In a first set of investigations, we study…
In this paper we study a non strictly system of conservation law when viscosity is present and viscosity is zero, which is studied in [10]. We show the existence and uniqueness of the solution in the space of generalized functions of…
Using a weak convergence approach, we establish a Large Deviation Principle (LDP) for the solutions of fluid dynamic systems in two-dimensional bounded domains subjected to no-slip boundary conditions and perturbed by additive noise. Our…
In this paper, a probabilistic interpretation for the viscosity solution of a parabolic partial differential equation is obtained by virtue of the solution of a class of quadratic backward stochastic differential equations (BSDEs, for…
Consider a strictly hyperbolic $n\times n$ system of conservation laws, where each characteristic field is either genuinely nonlinear or linearly degenerate. In this standard setting, it is well known that there exists a Lipschitz semigroup…
We demonstrate that hyperuniformity, the suppression of density fluctuations at large length scales, emerges generically from the interplay between conservation laws and non-equilibrium driving. The underlying mechanism for this emergence…
We establish the vanishing viscosity limit of the Navier-Stokes equations to the Euler equations for three-dimensional compressible isentropic flow in the whole space. It is shown that there exists a unique regular solution of compressible…