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

DOI10.1016/j.crma.2016.12.011zbMath1364.60034arXiv1602.07216OpenAlexW2963320671MaRDI QIDQ514387

Nils Caillerie

Publication date: 1 March 2017

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.07216

zbMATH Keywords

Hamilton-Jacobi equationviscosity solutionlarge deviationspiecewise deterministic Markov processHopf-Cole transformationChapman-Kolmogorov equation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items

Mesoscopic models in biology ⋮ An asymptotic method based on a Hopf-Cole transformation for a kinetic BGK equation in the hyperbolic limit ⋮ A first-order asymptotic preserving scheme for front propagation in a one-dimensional kinetic reaction-transport equation ⋮ The reactive-telegraph equation and a related kinetic model ⋮ Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations ⋮ Spreading in kinetic reaction–transport equations in higher velocity dimensions ⋮ Large deviations of a forced velocity-jump process with a Hamilton-Jacobi approach

Cites Work

• Unnamed Item
• A kinetic eikonal equation
• A Hamilton-Jacobi approach for front propagation in kinetic equations
• Singular measure as principal eigenfunction of some nonlocal operators
• Averaging and large deviation principles for fully-coupled piecewise deterministic Markov processes and applications to molecular motors
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity Solutions of Hamilton-Jacobi Equations
• The perturbed test function method for viscosity solutions of nonlinear PDE