Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation

DOI10.1007/S10955-016-1542-8zbMATH Open1347.60019arXiv1502.05185OpenAlexW3099387662WikidataQ59462791 ScholiaQ59462791MaRDI QIDQ315664FDOQ315664

Richard Clemens Kraaij

Publication date: 22 September 2016

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We prove the large deviation principle for the trajectory of a broad class of mean field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well as Curie-Weiss spin flip dynamics with singular jump rates. The main step in the proof of the large deviation principle, which is of independent interest, is the proof of the comparison principle for an associated collection of Hamilton-Jacobi equations. Additionally, we show that the large deviation principle provides a general method to identify a Lyapunov function for the associated McKean-Vlasov equation.

Full work available at URL: https://arxiv.org/abs/1502.05185

zbMATH Keywords

large deviationscomparison principleHamilton-Jacobi equationsMarkov jump processesviscosity solutions

Mathematics Subject Classification ID

Large deviations (60F10) Comparison principles in context of PDEs (35B51) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Vlasov equations (35Q83) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations in mechanics (70H20)

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Cited In (19)

• A Hamilton-Jacobi point of view on mean-field Gibbs-non-Gibbs transitions
• Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equation
• Revisit of macroscopic dynamics for some non-equilibrium chemical reactions from a Hamiltonian viewpoint
• Classical large deviation theorems on complete Riemannian manifolds
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• Large-deviation principles of switching Markov processes via Hamilton-Jacobi equations
• Dynamical moderate deviations for the Curie-Weiss model
• Large fluctuations of radiation in stochastically activated two-level systems
• Limit equations of adaptive Erlangization and their application to environmental management
• Path-space moderate deviations for a Curie-Weiss model of self-organized criticality
• Large deviations for the greedy exploration process on configuration models
• A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups
• Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup
• Large Deviation Principle for the Greedy Exploration Algorithm over Erd\"os-R\'enyi Graphs
• Large deviations of the trajectory of empirical distributions of Feller processes on locally compact spaces
• Path-space moderate deviations for a class of Curie-Weiss models with dissipation
• Well-posedness of Hamilton-Jacobi equations in population dynamics and applications to large deviations

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