Large deviations of a forced velocity-jump process with a Hamilton-Jacobi approach

DOI10.5802/AIF.3433zbMATH Open1492.35346arXiv1710.10620OpenAlexW4200352726MaRDI QIDQ2115485FDOQ2115485

Nils Caillerie

Publication date: 17 March 2022

Published in: Annales de l’institut Fourier (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1710.10620

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

zbMATH Keywords

large deviationspiecewise deterministic Markov processHamilton-Jacobi equationskinetic equationsperturbed test function method

Mathematics Subject Classification ID

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)

Cites Work

• Title not available (Why is that?)
• A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
• Viscosity solutions of Hamilton-Jacobi equations
• The perturbed test function method for viscosity solutions of nonlinear PDE
• Biased random walk models for chemotaxis and related diffusion approximations
• Propagation in a kinetic reaction-transport equation: travelling waves and accelerating fronts
• Invasion fronts with variable motility: phenotype selection, spatial sorting and wave acceleration
• Global existence to the BGK model of Boltzmann equation
• Title not available (Why is that?)
• Singular measure as principal eigenfunction of some nonlocal operators
• A Hamilton-Jacobi approach for a model of population structured by space and trait
• Some stochastic processes which arise from a model of the motion of a bacterium
• Exit probabilities and optimal stochastic control
• Title not available (Why is that?)
• A kinetic eikonal equation
• Geometric Optics Approach to Reaction-Diffusion Equations
• Exit Time Problems in Optimal Control and Vanishing Viscosity Method
• Chemotactic waves of bacteria at the mesoscale
• Asymptotic analysis of a selection model with space
• Time fluctuations in a population model of adaptive dynamics
• A Hamilton-Jacobi method to describe the evolutionary equilibria in heterogeneous environments and with non-vanishing effects of mutations
• Large deviations of a velocity jump process with a Hamilton-Jacobi approach
• A Hamilton-Jacobi approach for front propagation in kinetic equations
• Piecewise deterministic processes in biological models
• Spreading in kinetic reaction–transport equations in higher velocity dimensions

Cited In (2)

• A Hamilton-Jacobi approach to nonlocal kinetic equations
• Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi 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)