A Selection Principle for Weak KAM Solutions via Freidlin–Wentzell Large Deviation Principle of Invariant Measures

Abstract

This paper reinterprets the Freidlin–Wentzell variational construction of the rate function in the large deviation principle for invariant measures from the weak KAM perspective. Through a one-dimensional irreversible diffusion process on a torus, we explicitly characterize essential concepts in the weak KAM theory, such as the Peierls barrier and the projected Mather/Aubry/Mañé sets. The weak KAM representation of the Freidlin–Wentzell variational construction of the rate function is discussed based on the global adjustment for the boundary data and the local trimming from the lifted Peierls barriers. This rate function gives the maximal Lipschitz continuous viscosity solution to the corresponding stationary Hamilton–Jacobi equation (HJE), satisfying the Freidlin–Wentzell variational formula for the boundary data on the Aubry set. Choosing meaningful self-consistent boundary data at each local attractor is essential to select a unique weak KAM solution to stationary HJE. This selected viscosity solution also serves as the global energy landscape of the original stochastic process. This selection for stationary HJEs can be described by first taking the long time limit and then taking the zero noise limit, which also provides a special construction of vanishing viscosity approximation.

Locations

• arXiv (Cornell University) - View - PDF
• SIAM Journal on Mathematical Analysis - View