Large deviations from a hydrodynamic scaling limit for a nongradient system (Q1897158)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Large deviations from a hydrodynamic scaling limit for a nongradient system
scientific article

    Statements

    Large deviations from a hydrodynamic scaling limit for a nongradient system (English)
    0 references
    18 October 1995
    0 references
    Consider a periodic lattice \(\{i/N\}_{i = 1,\dots,N} \subset [0,1]\) with addition modulo 1 and associate with each site \(i/N\) a variable \(x_i \in R\) interpreted as the charge at \(i/N\). Let \(x = (x_1,\dots, x_n) \in R^n\) satisfy the system of stochastic differential equations \(dx_i = dz_{i - 1,i} - dz_{i,i + 1}\), with \[ dz_{i,i+1} = {N^2\over 2} W_{i,i + 1} dt + N \sqrt{a(x_i, x_{i + 1})} d\beta_i \quad \text{and } \] \[ W_{i,i + 1} = a(x_i, x_{i + 1}) (\varphi'(x_i) - \varphi'(x_{i + 1})) - {\partial a\over \partial x} (x_i, x_{i + 1}) + {\partial a\over \partial y} (x_i, x_{i + 1}), \] where \(\beta_i\) are independent Brownian motions. Based on \({\widehat{Q}}_N = {1\over N} \sum^N_{i =1} x_i \delta_{i/N} \Rightarrow \delta_{m(t,\theta)d\theta}\) as \(N \to \infty\), in the space of probability measures on the space of continuous functions on \([0,T]\) with values in the space of signed measures on \([0,1]\) \((m(t,\theta)\) is a solution of the nonlinear diffusion equation on \([0,T] \times [0,1]\)), the author identifies the underlying rate function \(I(\mu(.,.))\) \((\mu(t,d\theta) = m(t,\theta)d\theta)\) and verifies the large deviation principle for \(\mu\). This extends the work of Donsker and Varadhan, by letting the coefficient \(a \equiv 1\) to become a function \(a(x,y)\) that breaks the gradient structure of the microscopic current \(W_{i,i + 1}\), and generalizes a hydrodynamic scaling limit known for Ginzburg-Landau model.
    0 references
    0 references
    0 references
    0 references
    0 references
    large deviations
    0 references
    Ginzburg-Landau model
    0 references
    Onsager nongradient system
    0 references
    0 references
    0 references