A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus

DOI10.1214/10-AIHP412MaRDI QIDQ2428951zbMATH OpenFDO

Authors Alessandra Faggionato, Davide Gabrielli

Publication date 22 April 2012

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.5160, https://projecteuclid.org/euclid.aihp/1327328020

zbMATH Keywords

diffusionHamilton-Jacobi equationinvariant measurelarge deviationspiecewise deterministic Markov process

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26)

Abstract: We consider a generic diffusion on the 1D torus and give a simple representation formula for the large deviation rate functional of its invariant probability measure, in the limit of vanishing noise. Previously, this rate functional had been characterized by M.I. Freidlin and A.D. Wentzell as solution of a rather complex optimization problem. We discuss this last problem in full generality and show that it leads to our formula. We express the rate functional by means of a geometric transformation that, with a Maxwell-like construction, creates flat regions. We then consider piecewise deterministic Markov processes on the 1D torus and show that the corresponding large deviation rate functional for the stationary distribution is obtained by applying the same transformation. Inspired by this, we prove a universality result showing that the transformation generates viscosity solution of stationary Hamilton--Jacobi equation associated to any Hamiltonian $H$ satisfying suitable weak conditions.

Review text

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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Cites work

• Averaging and large deviation principles for fully-coupled piecewise deterministic Markov processes and applications to molecular motors
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• scientific article; zbMATH DE number 1181255 (Why is no real title available?)
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• Viscosity Solutions of Hamilton-Jacobi Equations
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Cited in

(9)

• Metastability of one-dimensional, non-reversible diffusions with periodic boundary conditions
• REGULARITY PROPERTIES OF THE DONSKER–VARADHAN RATE FUNCTIONAL FOR NON-REVERSIBLE DIFFUSIONS AND RANDOM EVOLUTIONS
• Large-deviation theory for a Brownian particle on a ring: a WKB approach
• A combinatorial representation for the invariant measure of diffusion processes on metric graphs
• Non-reversible processes: GENERIC, hypocoercivity and fluctuations
• Flux in tilted potential systems: negative resistance and persistence
• A Selection Principle for Weak KAM Solutions via Freidlin–Wentzell Large Deviation Principle of Invariant Measures
• Metastability and time scales for parabolic equations with drift. I: The first time scale
• Freidlin-Wentzell solutions of discrete Hamilton-Jacobi equations

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