A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus (Q2428951)
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English | A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus |
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A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus (English)
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22 April 2012
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The authors give detailed investigations about two different random dynamical systems on the one-dimensional torus \(\mathbb{T}\) in order to consider random perturbations of deterministic dynamical systems: diffusion on \(\mathbb{T}\) with small noise intensity \(\epsilon\) and piecewise deterministic Markov process on \(\mathbb{T}\). These two models are not similar, but the large deviations rate functionals for the used measures share a common structure. This is can be seen by a very simple expression that they both admit, which the authors investigate further. For both models, the rate functional is given by a geometric transformation applied to a specific non-periodic function. In all the other cases, intervals on which the rate functional is constant appear. This reveals the presence of a phase transition. When the models are reversible, the transformation reduces to the identity. Such stationary non-equilibrium states have a physical relevance and have been created and studied experimentally. In Section 2, a detailed description of both models mentioned above is given using a function \(W\) which is described in Section 3. After that, in Section 4 (mainly by Theorem 4.1), the authors present considerations and solutions of the two optimization problems connected with the function \(W\). The rest of the paper contains proofs of theorems.
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diffusion
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piecewise deterministic Markov process
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invariant measure
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large deviations
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Hamilton-Jacobi equation
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