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Large deviations for velocity-jump processes and non-local Hamilton-Jacobi equations

Bouin, Emeric; Calvez, Vincent; Grenier, Emmanuel; Nadin, Grégoire (2016), Large deviations for velocity-jump processes and non-local Hamilton-Jacobi equations. https://basepub.dauphine.fr/handle/123456789/17208

Type
Document de travail / Working paper
External document link
https://hal.archives-ouvertes.fr/hal-01344939
Date
2016
Series title
Cahier de recherche CEREMADE, Université Paris-Dauphine
Pages
55
Metadata
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Author(s)
Bouin, Emeric
Calvez, Vincent cc
Grenier, Emmanuel
Nadin, Grégoire
Abstract (EN)
We establish a large deviation theory for a velocity jump process, where new random velocities are picked at a constant rate from a Gaussian distribution. The Kolmogorov forward equation associated with this process is a linear kinetic transport equation in which the BGK operator accounts for the changes in velocity. We analyse its asymptotic limit after a suitable rescaling compatible with the WKB expansion. This yields a new type of Hamilton Jacobi equation which is non local with respect to velocity variable. We introduce a dedicated notion of viscosity solution for the limit problem, and we prove well-posedness in the viscosity sense. The fundamental solution is explicitly computed, yielding quantitative estimates for the large deviations of the underlying velocity-jump process à la Freidlin-Wentzell. As an application of this theory, we conjecture exact rates of acceleration in some nonlinear kinetic reaction-transport equations.
Subjects / Keywords
Large deviations; Piecewise Deterministic Markov Processes; Hamilton-Jacobi equations; Viscosity solutions; Scaling limits; Front acceleration

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