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Ruoyang Liu

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Preprint Jul 2026

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).

Ruoyang Liu, Rangrang Zhang · 0 citations
Preprint Aug 2026

An entropy approach to doubly nonlinear parabolic obstacle problems

This paper studies doubly nonlinear parabolic obstacle problems. We introduce a renormalized entropy formulation in which the reaction measure is encoded by evaluating the entropy multiplier at the obstacle. For diffusion depending only on the gradient and continuous time-independent obstacles, we prove a global $L^1$ comparison estimate, uniqueness of the solution, and a minimality principle among a measure-free entropy supersolution class. For diffusion depending on both the solution and its gradient, we prove existence for continuous time-dependent obstacles with a boundary-controlled decomposition. Using two ordered penalization procedures, we obtain convergence of the approximate solutions and of the corresponding reaction terms. The limiting reaction consists of an absolutely continuous part with bounded density and a finite Radon measure concentrated on a prescribed compact spatial region. A one-sided time regularization yields strong convergence of the gradients and identifies the nonlinear flux. Together, the results yield existence, uniqueness and $L^1$ stability under their common assumptions.

Ruoyang Liu · 0 citations

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