Discrete approximation of stochastic Mather measures
Hamilton-Jacobi equations (35F21) Generation, random and stochastic difference and differential equations (37H10) Action-minimizing orbits and measures for finite-dimensional Hamiltonian and Lagrangian systems; variational principles; degree-theoretic methods (37J51) Discrete version of topics in analysis (39A12) Hamilton-Jacobi equations in mechanics (70H20)
This paper develops a discrete approximation scheme for the stochastic Mather problem, which is a variational problem arising in the study of stochastic Lagrangian systems. The authors consider a Tonelli Lagrangian \(L: \mathbb{T}^d \times \mathbb{R}^d \rightarrow \mathbb{R}\) and its associated stochastic dynamics, where the classical Euler-Lagrange equations are perturbed by noise.\N\NThe central object of study is the {stochastic Mather measure}, the unique probability measure that minimizes the average action over stochastic holonomic measures satisfying a constraint derived from the Fokker-Planck equation. This measure is intrinsically linked to viscosity solutions of the viscous Hamilton-Jacobi equation \(\Delta u + H(x,Du) = c_0\).\N\NThe main contributions are:\N\begin{itemize}\N\item {Discretization:} Introduction of stochastic \(\tau\)-holonomic measures and a discrete variational problem whose minimum is characterized by a discrete Lax-Oleinik operator;\N\item {Existence:} Proof of existence for \(\tau\)-minimizing measures in the discrete setting;\N\item {Convergence:} As \(\tau \rightarrow 0^+\), the discrete minima \(\alpha_\tau\) converge to the continuous minimum \(\alpha_0\), and discrete minimizing measures converge to the unique stochastic Mather measure;\N\item {Extensions:} Incorporation of rotation vectors and definition of an effective potential \(\beta_\tau(h)\), with convergence of its convex dual to the continuous stochastic Mather function.\N\end{itemize}\N\NThis work establishes a rigorous connection between discrete approximations and continuous stochastic Aubry-Mather theory, extending previous deterministic results to systems involving viscous Hamilton-Jacobi equations.
- A stochastic analogue of Aubry-Mather theory*
- A weak Bernstein method for fully non-linear elliptic equations
- Convergence of discrete Aubry-Mather model in the continuous limit
- Convergence of the solutions of the discounted equation: the discrete case
- Convex analysis and measurable multifunctions
- Discrete approximation of the viscous HJ equation
- Existence of \(C^{1,1}\) critical subsolutions in discrete weak KAM theory
- Generic properties and problems of minimizing measures of Lagrangian systems
- scientific article; zbMATH DE number 1420781 (Why is no real title available?)
- On the stochastic Aubry-Mather theory
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Regularization of subsolutions in discrete weak KAM theory
- Strict sub-solutions and Mañé potential in discrete weak KAM theory
- Viscosity solution methods and the discrete Aubry-Mather problem
- Viscosity solutions of Hamilton-Jacobi equations
- Weak KAM pairs and Monge-Kantorovich duality
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