{"title":"连通的完整黎曼流形上的慢-快过程的大偏差","authors":"Yanyan Hu , Richard C. Kraaij , Fubao Xi","doi":"10.1016/j.spa.2024.104478","DOIUrl":null,"url":null,"abstract":"<div><p>We consider a class of slow–fast processes on a connected complete Riemannian manifold <span><math><mi>M</mi></math></span>. The limiting dynamics as the scale separation goes to <span><math><mi>∞</mi></math></span> is governed by the averaging principle. Around this limit, we prove large deviation principles with an action-integral rate function for the slow process by nonlinear semigroup methods together with Hamilton–Jacobi–Bellman (HJB) equation techniques. Our main innovation is solving the comparison principle for viscosity solutions for the HJB equation on <span><math><mi>M</mi></math></span> and the construction of a variational viscosity solution for the non-smooth Hamiltonian, which lies at the heart of deriving the action integral representation for the rate function.</p></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"178 ","pages":"Article 104478"},"PeriodicalIF":1.1000,"publicationDate":"2024-08-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0304414924001844/pdfft?md5=48570b477d6d4ad61f1d0e5520f39079&pid=1-s2.0-S0304414924001844-main.pdf","citationCount":"0","resultStr":"{\"title\":\"Large deviations for slow–fast processes on connected complete Riemannian manifolds\",\"authors\":\"Yanyan Hu , Richard C. Kraaij , Fubao Xi\",\"doi\":\"10.1016/j.spa.2024.104478\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>We consider a class of slow–fast processes on a connected complete Riemannian manifold <span><math><mi>M</mi></math></span>. The limiting dynamics as the scale separation goes to <span><math><mi>∞</mi></math></span> is governed by the averaging principle. Around this limit, we prove large deviation principles with an action-integral rate function for the slow process by nonlinear semigroup methods together with Hamilton–Jacobi–Bellman (HJB) equation techniques. Our main innovation is solving the comparison principle for viscosity solutions for the HJB equation on <span><math><mi>M</mi></math></span> and the construction of a variational viscosity solution for the non-smooth Hamiltonian, which lies at the heart of deriving the action integral representation for the rate function.</p></div>\",\"PeriodicalId\":51160,\"journal\":{\"name\":\"Stochastic Processes and their Applications\",\"volume\":\"178 \",\"pages\":\"Article 104478\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2024-08-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.sciencedirect.com/science/article/pii/S0304414924001844/pdfft?md5=48570b477d6d4ad61f1d0e5520f39079&pid=1-s2.0-S0304414924001844-main.pdf\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Processes and their Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0304414924001844\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414924001844","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
摘要
我们考虑了连通的完整黎曼流形 M 上的一类慢-快过程。当尺度分离达到 ∞ 时的极限动力学受平均原理支配。在这一极限附近,我们通过非线性半群方法和汉密尔顿-雅各比-贝尔曼(HJB)方程技术,证明了慢速过程具有作用积分速率函数的大偏差原理。我们的主要创新之处在于解决了 M 上 HJB 方程粘度解的比较原理,并构建了非光滑哈密顿的变分粘度解,这是推导速率函数的作用积分表示的核心。
Large deviations for slow–fast processes on connected complete Riemannian manifolds
We consider a class of slow–fast processes on a connected complete Riemannian manifold . The limiting dynamics as the scale separation goes to is governed by the averaging principle. Around this limit, we prove large deviation principles with an action-integral rate function for the slow process by nonlinear semigroup methods together with Hamilton–Jacobi–Bellman (HJB) equation techniques. Our main innovation is solving the comparison principle for viscosity solutions for the HJB equation on and the construction of a variational viscosity solution for the non-smooth Hamiltonian, which lies at the heart of deriving the action integral representation for the rate function.
期刊介绍:
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.