English
Related papers

Related papers: Large deviation principles for first-order scalar …

200 papers

In this paper, we investigate large amplitude solutions to a system of conservation laws which is transformed, by a change of variable, from the well-known Keller-Segel model describing cell (bacteria) movement toward the concentration…

Analysis of PDEs · Mathematics 2011-11-01 Hongyun Peng , Lizhi Ruan , Changjiang Zhu

In this paper, under a one-sided Lipschitz condition on the drift coefficient we adopt (via contraction principle) a exponential approximation argument to investigate large deviations for neutral stochastic functional differential…

Probability · Mathematics 2019-03-18 Yongqiang Suo , Chenggui Yuan

This article studies the Cauchy problem for the scalar conservation law \[ \partial_t u + \partial_t w + \partial_x f(u) = 0, \] where $w(x,t) = [\mathcal{F}(u)(x,t)]$ is the output of a specific hysteresis operator, namely the Play…

Analysis of PDEs · Mathematics 2026-01-27 Paola Goatin , Stefan Moreti

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…

Probability · Mathematics 2024-07-23 Yawen Liu , Huijie Qiao

We prove the convergence of the explicit-in-time Finite Volume method with monotone fluxes for the approximation of scalar first-order conservation laws with multiplicative, compactly supported noise.

Analysis of PDEs · Mathematics 2017-08-31 Sylvain Dotti , Julien Vovelle

We propose new Kruzhkov type entropy conditions for one dimensional scalar conservation law with a discontinuous flux. We prove existence and uniqueness of the entropy admissible weak solution to the corresponding Cauchy problem merely…

Analysis of PDEs · Mathematics 2010-11-19 Darko Mitrovic

This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…

Probability · Mathematics 2025-09-16 Wenting Xu , Yong Xu , Xiaoyu Yang , Bin Pei

This article develops the viscosity solution approach to the large deviation principle for the following two- and three-dimensional stochastic convective Brinkman-Forchheimer equations on the torus $\mathbb{T}^d,\ d\in\{2,3\}$ with small…

Probability · Mathematics 2025-10-02 Sagar Gautam , Manil T. Mohan

We present a class of hybrid FD-FV (finite difference and finite volume) methods for solving general hyperbolic conservation laws written in first-order form. The presentation focuses on one- and two-dimensional Cartesian grids; however,…

Numerical Analysis · Mathematics 2016-11-29 Xianyi Zeng

In this article, we develop what are, to the best of our knowledge, the first negative results for scalar conservation laws. We begin with explicit examples where bounded initial data leads to $L^{\infty}$ blow-up despite flux regularity.…

Analysis of PDEs · Mathematics 2026-01-14 Shyam Sundar Ghoshal , Abraham Sylla , Parasuram Venkatesh

We present a stochastic and variational aspect of the Lax-Friedrichs scheme applied to hyperbolic scalar conservation laws. This is a finite difference version of Fleming's results ('69) that the vanishing viscosity method is characterized…

Numerical Analysis · Mathematics 2012-05-11 Kohei Soga

We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon}…

Probability · Mathematics 2024-12-02 Rui Bai , Chunrong Feng , Huaizhong Zhao

We prove the convergence of a viscous approximation to an one dimensional local mean field type planning problem with singular initial and terminal measures. Then we use this result to give a rigorous proof to a Freidlin-Ventchel-type Large…

Analysis of PDEs · Mathematics 2024-01-05 Pierre-Louis Lions , Panagiotis E. Souganidis

In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an important role.

Probability · Mathematics 2024-03-05 Zdzisław Brzeźniak , Qi Li , Tusheng Zhang

We study the validity of a large deviation principle for a class of stochastic nonlinear damped wave equations, of Klein-Gordon type, in the joint small mass and small noise limit. The friction term is assumed to be state dependent.

Probability · Mathematics 2022-08-30 Sandra Cerrai , Mengzi Xie

The dynamical large deviations principle for the three-dimensional incompressible Landau-Lifschitz-Navier-Stokes equations is shown, in the joint scaling regime of vanishing noise intensity and correlation length. This proves the…

Probability · Mathematics 2024-03-07 Benjamin Gess , Daniel Heydecker , Zhengyan Wu

In this paper, we analyze a semi-discrete finite difference scheme for a conservation laws driven by a homogeneous multiplicative Levy noise. Thanks to BV estimates, we show a compact sequence of approximate solutions, generated by the…

Analysis of PDEs · Mathematics 2016-04-28 Ujjwal Koley , Ananta K. Majee , Guy Vallet

Gauge invariant conservation laws for the linear and angular momenta are studied in a certain 2+1 dimensional first order dynamical model of vortices in superconductivity. In analogy with fluid vortices it is possible to express the linear…

High Energy Physics - Theory · Physics 2009-10-31 N. S. Manton , S. M. Nasir

We consider the Cauchy problem for one-dimensional (1D) barotropic compressible Navier-Stokes equations with density-dependent viscosity and large external force. Under a general assumption on the density-dependent viscosity, we prove that…

Analysis of PDEs · Mathematics 2018-08-24 Kexin Li , Boqiang Lü , Yixuan Wang

For overdamped Langevin systems subjected to weak thermal noise and nonconservative forces, we establish a connection between Freidlin-Wentzell large deviations theory and stochastic thermodynamics. First, we derive a series expansion of…

Statistical Mechanics · Physics 2024-09-13 Davide Santolin , Nahuel Freitas , Massimiliano Esposito , Gianmaria Falasco