概率统计系列讲座十八:
报告题目【First-order scalar conservation laws with stochastic forcing: renormalised entropy solutions and large deviation principles】
时间:2020年11月18日(星期三)下午15:00
地点:腾讯会议(会议 ID:511 3889 6273)
主讲:英国斯旺西大学,吴奖伦教授
主办:数学与信息学院
参加对象:统计系老师与学生
报告摘要:
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. The first part of the talk will review these solutions. It is, however, difficult to study the vanishing noise limits (such as large deviations or averaging principles) for entropy type solutions. The second part of the talk will discuss 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. Based on joint works with Guangyin Lv (JFA 2006, JHDE 2018), and with Zhao Dong, Rangrang Zhang, Tusheng Zhang (Ann Appl Prob 2020).