Searcharxiv⌕ Search

arXiv subjects

Rangrang Zhang

Publications and source records attributed to Rangrang Zhang.

At least 19 recordsLinked to original sources
arXiv2026

Well-posedness and large deviations for the obstacle problem of first-order stochastic conservation laws

This paper studies the obstacle problem for first-order scalar conservation laws driven by multiplicative noise. By adapting a barrier-substitution strategy to the kinetic formulation, we permit the reflection measure to be a general Radon measure and eliminate the usual obstacle-noise compatibility condition. We establish the existence of kinetic solutions for continuous obstacles and further derive $L^1$-contraction and uniqueness under stronger spatial regularity. Moreover, we prove a Freidlin--Wentzell large deviation principle in $L^1(0,T;L^1(\mathbb{T}^N))$. Unlike existing large-deviation arguments based on control-uniform penalization of the obstacle, we work directly with the reflected skeleton equation and retain the possibly singular Radon reflection measure throughout, while a viscous approximation provides the spatial $H^1$-regularity required for compactness before passing to the inviscid limit. Our results provide a hyperbolic counterpart to the large deviation theory for parabolic reflected SPDEs developed by Matoussi, Sabbagh, and Zhang (2021).

math.PR↗
arXiv2026

Well-posedness of the obstacle problem for generalized Dean-Kawasaki equation

We investigate the obstacle problem for generalized Dean--Kawasaki equations driven by correlated conservative noise, establishing the existence, uniqueness, and $L^1$-stability of stochastic kinetic solutions. Our core strategy combines a kinetic characterization of the Skorokhod condition with a precise description of the reflection measure term associated with the obstacle, in which the barrier substitutes the solution. This formulation makes the reflection mechanism explicit at the kinetic level and yields a stable framework adapted to $L^1$ doubling of variables method. Consequently, under a merely continuous obstacle and the same structural assumptions as in the obstacle-free setting, we obtain well-posedness over the full porous-medium regime, covering degenerate diffusion and the critical square-root noise coefficient. This extends the existing theory of obstacle problems for stochastic partial differential equations to a class of degenerate equations with singular diffusion coefficients.

math.PR↗
arXiv2026

Large deviation principles for the stationary solutions and invariant measures of a class of SPDE with locally monotone coefficients

We establish the well-posedness of stationary solutions for a class of SPDEs with locally monotone coefficients, and prove the Freidlin--Wentzell large deviation principle (LDP) for these stationary solutions. The LDP for the associated invariant measures then follows via the contraction principle, avoiding the need to construct the quasi-potential and verify the Dembo--Zeitouni uniform LDP over bounded sets. By working directly with stationary solutions, we bypass these technical difficulties, thereby providing a more general and flexible framework that is adapted to additive noise, multiplicative noise, and transport-type noise. As applications, our results cover a range of SPDEs, including the stochastic reaction-diffusion equations, stochastic 1D viscous Burgers equation, stochastic 2D Navier--Stokes equations, stochastic 2D magneto-hydrodynamic equations and stochastic 3D hyper-dissipative Navier--Stokes equations.

math.PR↗
arXiv2024

Higher Order Fluctuation Expansions for Nonlinear Stochastic Heat Equations in Singular Limits

Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint scaling regimes of small noise intensity and diverging singularity. The results include both the case of the SHE with regular and irregular diffusion coefficients. In particular, this includes the correlated Dawson-Watanabe and Dean-Kawasaki SPDEs, as well as SPDEs corresponding to the Fleming-Viot and symmetric simple exclusion processes.

math.PR↗
arXiv2022

McKean-Vlasov PDE with Irregular Drift and Applications to Large Deviations for Conservative SPDEs

Inspired by [Fehrman, Gess; Invent. Math., 2023], we provide a fine analysis of the McKean-Vlasov PDE with singular interactions and drift terms of square root form. As the corresponding skeleton equation of Dean-Kawasaki equation with singular interactions (a stochastic, conservative PDE), it determines the rate function of small noise large deviations. By imposing Ladyzhenskaya-Prodi-Serrin type conditions on the interaction kernel, we establish the large deviations in the framework of stochastic renormalized kinetic solution, when the intensity and the correlation of the noise are simultaneously sent to $0$ under a suitable scaling. This result contributes to demonstrating the consistency between the macroscopic fluctuation theory associated with singular interacting mean-field systems and fluctuating hydrodynamics related to the Dean-Kawasaki equation. As an application, we also obtain large deviations for the other stochastic conservative PDE called fluctuating Ising-Kac-Kawasaki dynamics. It is of great importance in exploring fluctuations of Kawasaki dynamical Ising-Kac model, since they formally exhibits the same key features in terms of Gaussian fluctuations, large deviations, and scaling limits near criticality.

math.PR↗
arXiv2022

Well-posedness of Dean-Kawasaki Equation with Singular Interactions

Inspired by [Fehrman, Gess; Invent. Math., 2023] and [Fehrman, Gess; Arch. Ration. Mech. Anal., 2024], we consider the Dean-Kawasaki equation with singular interactions and correlated noise which can be viewed as fluctuating mean-field limits. By imposing the Ladyzhenskaya-Prodi-Serrin condition on the interaction kernel, the existence of probabilistic weak renormalized kinetic solutions is established. Further, under an additional integrability assumption on the divergence of the interaction kernel, a kinetic formulation approach is applied to derive pathwise uniqueness, leading to the strong well-posedness of the equation. As an application, we obtain the well-posedness of a conservative stochastic partial differential equation known as the fluctuating Ising-Kac-Kawasaki dynamics.

math.PR↗
arXiv2020

Ergodicity for stochastic conservation laws with multiplicative noise

We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in the setting of kinetic solutions taking values in an L^1-weighted space.

math.PR↗
arXiv2020

Large deviations for stochastic porous media equations

In this paper, we establish the Freidlin-Wentzell type large deviation principles for porous medium-type equations perturbed by small multiplicative noise. The porous medium operator $Δ(|u|^{m-1}u)$ is allowed. Our proof is based on weak convergence approach.

math.PR↗
arXiv2020

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

In this paper, we established the Freidlin-Wentzell type large deviation principles for first-order scalar conservation laws perturbed by small multiplicative noise. Due to the lack of the viscous terms in the stochastic equations, the kinetic solution to the Cauchy problem for these first-order conservation laws is studied. Then, based on the well-posedness of the kinetic solutions, we show that the large deviations holds by utilising the weak convergence approach.

math.PR↗
arXiv2020

Ergodicity and exponential mixing of the real Ginzburg-Landau equation with a degenerate noiss

In this paper, we establish the existence, uniqueness and attraction properties of an invariant measure for the real Ginzburg-Landau equation in the presence of a degenerate stochastic forcing acting only in four directions. The main challenge is to establish time asymptotic smoothing properties of the Markovian dynamics corresponding to this system. To achieve this, we propose a condition which only requires four noises

math.PR↗
arXiv2020

3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: Existence, uniqueness and large deviations

In this paper, we show the existence and uniqueness of a strong solution to stochastic 3D tamed Navier-Stokes equations driven by multiplicative Levy noise with periodic boundary conditions. Then we establish the large deviation principles of the strong solution on the state space $\mathcal{D}([0,T];\mathbb{H}^1)$, where the weak convergence approach plays a key role.

math.PR↗
arXiv2020

Harnack inequalities for a class of semilinear stochastic partial differential equations

In this article, we study a class of semilinear stochastic partial differential equations driven by an additive space time white noise. We establish Harnack inequalities for the semigroup associated with the solution by using coupling method, which implies the strong Feller property. Our results generalize the results of Zhang [Potential Analysis 33 (2010), no. 2, 137-151.] and can be applied to some types of SPDE such as reaction-diffusion equation and transport-diffusion equation perturbed by space time white noise.

math.PR↗
arXiv2019

Splitting up method for 2D stochastic primitive equations with multiplicative noise

This paper concerns the convergence of an iterative scheme for 2D stochastic primitive equations on a bounded domain. The stochastic system is split into two equations: a deterministic 2D primitive equations with random initial value and a linear stochastic parabolic equation, which are both simpler for numerical computations. An estimate of approximation error is given, which implies that the strong speed rate of the convergence in probability is almost $\frac{1}{2}$.

math.PR↗