Anomalous shock displacement probabilities for a perturbed scalar conservation law

Josselin Garnier, George Papanicolaou, Tzu Wei Yang

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


We consider a one-dimensional conservation law with random space-time forcing and calculate the exponentially small probabilities of anomalous shock profile displacements using large deviations theory. Under suitable hypotheses on the spatial support and structure of random forces, we analyze the scaling behavior of the rate function, which is the exponential decay rate of the displacement probabilities. For small displacements we show that the rate function is bounded above and below by the square of the displacement divided by time. For large displacements the corresponding bounds for the rate function are proportional to the displacement. We calculate numerically the rate function under different conditions and show that the theoretical analysis of scaling behavior is confirmed. We also apply a large-deviation-based importance sampling Monte Carlo strategy to estimate the displacement probabilities. We use a biased distribution centered on the forcing that gives the most probable transition path for the anomalous shock profile, which is the minimizer of the rate function. The numerical simulations indicate that this strategy is much more effective and robust than basic Monte Carlo.

Original languageEnglish (US)
Pages (from-to)1000-1032
Number of pages33
JournalMultiscale Modeling and Simulation
Issue number4
StatePublished - 2013


  • Conservation laws
  • Importance sampling
  • Large deviations
  • Monte carlo methods
  • Shock profiles


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