Large deviation principles for first-order scalar conservation laws with stochastic forcing

发布日期:2020-01-06点击数:

报告人: 吴奖伦 Swansea University)


日  期: 202019


时  间: 上午10:20


地  点: 理科LA106


摘  要: Due to the lack of the viscous terms in the first-order scalar conservation laws with noise forcing, the notion of stochastic entropy solutions and renormalised entropy solutions have been introduced for the well-posedness problem. It is, however, difficult to study the vanishing noise limits (such as large deviations or averaging principles) for the stochastic entropy solutions. In this talk, we will study the kinetic solutions to the Cauchy problem for the stochastic first-order conservation laws which enable us, by utilising the weak convergence approach, to establish the Freidlin-Wentzell type large deviation principles for the first-order scalar conservation laws perturbed by small multiplicative noise.

Joint work with Zhao Dong, Rangrang Zhang and Tusheng Zhang (Annals of Applied Probability, in press).


报告人简介吴奖伦教授现任职于英国斯旺西大学,是江苏师范大学双聘教授、华中科技大学数学中心东湖讲座教授。在 《Stochastic Processes and their Applications》、 《Journal of Functional Analysis》、 《Journal of Differential Equations》、《Communications in Mathematical Physics》等国际知名期刊上发表学术论文90多篇。其研究领域包括:随机分析、非标准分析和无穷维分析;研究问题包括:数理金融、数学物理、特殊结构量子场和统计力学等学科中与概率论相关的无穷维分析问题。


学院联系人: 周国立 吴风艳


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