Large deviations of a forced velocity-jump process with a Hamilton-Jacobi approach
From MaRDI portal
Publication:2115485
large deviationspiecewise deterministic Markov processHamilton-Jacobi equationskinetic equationsperturbed test function method
Integro-partial differential equations (45K05) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Fokker-Planck equations (35Q84) Integro-partial differential equations (35R09) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Abstract: We study the dispersion of a particle whose motion dynamics can be described by a forced velocity jump process. To investigate large deviations results, we study the Chapman-Kolmogorov equation of this process in the hyperbolic scaling (t,x,v) -> (t/epsilon,x/epsilon,v) and then, perform a Hopf-Cole transform which gives us a kinetic equation on a potential. We prove the convergence of this potential to the solution of a Hamilton-Jacobi equation. The hamiltonian can have a C1 singularity, as was previously observed in this kind of studies. This is a preliminary work before studying spreading results for more realistic processes.
Recommendations
- Large deviations of a velocity jump process with a Hamilton-Jacobi approach
- Large deviations for two-scale chemical kinetic processes
- Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations
- Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation
- Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equation
Cites work
- scientific article; zbMATH DE number 4132657 (Why is no real title available?)
- scientific article; zbMATH DE number 425394 (Why is no real title available?)
- scientific article; zbMATH DE number 4009429 (Why is no real title available?)
- A Hamilton-Jacobi approach for a model of population structured by space and trait
- A Hamilton-Jacobi approach for front propagation in kinetic equations
- A Hamilton-Jacobi method to describe the evolutionary equilibria in heterogeneous environments and with non-vanishing effects of mutations
- A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
- A kinetic eikonal equation
- Asymptotic analysis of a selection model with space
- Biased random walk models for chemotaxis and related diffusion approximations
- Chemotactic waves of bacteria at the mesoscale
- Exit Time Problems in Optimal Control and Vanishing Viscosity Method
- Exit probabilities and optimal stochastic control
- Geometric Optics Approach to Reaction-Diffusion Equations
- Global existence to the BGK model of Boltzmann equation
- Invasion fronts with variable motility: phenotype selection, spatial sorting and wave acceleration
- Large deviations of a velocity jump process with a Hamilton-Jacobi approach
- Piecewise deterministic processes in biological models
- Propagation in a kinetic reaction-transport equation: travelling waves and accelerating fronts
- Singular measure as principal eigenfunction of some nonlocal operators
- Some stochastic processes which arise from a model of the motion of a bacterium
- Spreading in kinetic reaction-transport equations in higher velocity dimensions
- The perturbed test function method for viscosity solutions of nonlinear PDE
- Time fluctuations in a population model of adaptive dynamics
- Viscosity solutions of Hamilton-Jacobi equations
Cited in
(4)- Well-posedness of Hamilton-Jacobi equations in population dynamics and applications to large deviations
- Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations
- Large deviations of a velocity jump process with a Hamilton-Jacobi approach
- A Hamilton-Jacobi approach to nonlocal kinetic equations
This page was built for publication: Large deviations of a forced velocity-jump process with a Hamilton-Jacobi approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2115485)
