Large deviations of a velocity jump process with a Hamilton-Jacobi approach (Q514387): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(7 intermediate revisions by 5 users not shown) | |||
Property / review text | |||
A particle moves in \(\mathbb{R}^n\) in straight lines and changes its velocity randomly at random exponential times. The associated Chapman-Kolmogorov forward equation is transformed in the hyperbolic scale \((t,x) \rightarrow (t/{\varepsilon},x/{\varepsilon})\), with \(\varepsilon >0\). A Hopf-Cole transform is then performed. The resulting potential \(\phi^{\varepsilon}\) converges as \(\varepsilon\) goes to zero towards the viscosity solution of the Hamilton-Jacobi equation \(\partial_t\phi+H(\nabla_x\phi)=0\). A simple example shows that the Hamiltonian \(H\) may typically lack \(C^1\)-regularity. | |||
Property / review text: A particle moves in \(\mathbb{R}^n\) in straight lines and changes its velocity randomly at random exponential times. The associated Chapman-Kolmogorov forward equation is transformed in the hyperbolic scale \((t,x) \rightarrow (t/{\varepsilon},x/{\varepsilon})\), with \(\varepsilon >0\). A Hopf-Cole transform is then performed. The resulting potential \(\phi^{\varepsilon}\) converges as \(\varepsilon\) goes to zero towards the viscosity solution of the Hamilton-Jacobi equation \(\partial_t\phi+H(\nabla_x\phi)=0\). A simple example shows that the Hamiltonian \(H\) may typically lack \(C^1\)-regularity. / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J75 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49L25 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6690673 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
large deviations | |||
Property / zbMATH Keywords: large deviations / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
piecewise deterministic Markov process | |||
Property / zbMATH Keywords: piecewise deterministic Markov process / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Chapman-Kolmogorov equation | |||
Property / zbMATH Keywords: Chapman-Kolmogorov equation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Hopf-Cole transformation | |||
Property / zbMATH Keywords: Hopf-Cole transformation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Hamilton-Jacobi equation | |||
Property / zbMATH Keywords: Hamilton-Jacobi equation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
viscosity solution | |||
Property / zbMATH Keywords: viscosity solution / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Dominique Lépingle / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2963320671 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1602.07216 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Hamilton-Jacobi approach for front propagation in kinetic equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A kinetic eikonal equation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Singular measure as principal eigenfunction of some nonlocal operators / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Viscosity Solutions of Hamilton-Jacobi Equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The perturbed test function method for viscosity solutions of nonlinear PDE / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Averaging and large deviation principles for fully-coupled piecewise deterministic Markov processes and applications to molecular motors / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4225410 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 12:43, 13 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Large deviations of a velocity jump process with a Hamilton-Jacobi approach |
scientific article |
Statements
Large deviations of a velocity jump process with a Hamilton-Jacobi approach (English)
0 references
1 March 2017
0 references
A particle moves in \(\mathbb{R}^n\) in straight lines and changes its velocity randomly at random exponential times. The associated Chapman-Kolmogorov forward equation is transformed in the hyperbolic scale \((t,x) \rightarrow (t/{\varepsilon},x/{\varepsilon})\), with \(\varepsilon >0\). A Hopf-Cole transform is then performed. The resulting potential \(\phi^{\varepsilon}\) converges as \(\varepsilon\) goes to zero towards the viscosity solution of the Hamilton-Jacobi equation \(\partial_t\phi+H(\nabla_x\phi)=0\). A simple example shows that the Hamiltonian \(H\) may typically lack \(C^1\)-regularity.
0 references
large deviations
0 references
piecewise deterministic Markov process
0 references
Chapman-Kolmogorov equation
0 references
Hopf-Cole transformation
0 references
Hamilton-Jacobi equation
0 references
viscosity solution
0 references