We derive moderate deviation principles for the trajectory of the empirical magnetization of the standard Curie-Weiss model via a general analytic approach based on convergence of generators and uniqueness of viscosity solutions for associated Hamilton-Jacobi equations. The moderate asymptotics depend crucially on the phase under consideration.
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. µ n (t) := 1 n i≤n δ σi(t) ,
We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a certain symmetry in the Hamiltonian, which extends earlier work that has connected the large-deviation behaviour of reversible stochastic processes to the gradient-flow structure of their deterministic limit. Natural examples of application include particle systems with inertia.
Much of the structure of macroscopic evolution equations for relaxation to equilibrium can be derived from symmetries in the dynamical fluctuations around the most typical trajectory. For example, detailed balance as expressed in terms of the Lagrangian for the path-space action leads to gradient zero-cost flow. We find a new such fluctuation symmetry that implies GENERIC, an extension of gradient flow where a Hamiltonian part is added to the dissipative term in such a way as to retain the free energy as Lyapunov function.
I. HISTORY AND OUTLINE OF THE PAPERWhile macroscopic equations describing the return to equilibrium have been conceived and applied even before the atomistic picture of matter was widely accepted, their derivation shows important mathematical and conceptual difficulties. After all, hydrodynamic and thermodynamic behavior is described autonomously in only a few macroscopic variables and it must be understood how these variables get effectively decoupled from the many microscopic degrees of freedom. Moreover, in modifying the scale of description, the character of the dynamics could drastically change, from a unitary or a Hamiltonian to a dissipative evolution as possibly one of the most remarkable features 1 .One of the very first and still much studied examples in transiting from microscopic 1 Perhaps the earliest example where that question became manifest is through d'Alembert's paradox (1752) for reconciling, what we call today, Euler's equation with that of Navier-Stokes. As d'Alembert wrote indeed, "It seems to me that the theory (potential flow), developed in all possible rigor, gives, at least in several cases, a strictly vanishing resistance, a singular paradox which I leave to future Geometers to elucidate."
We consider locally equi-continuous strongly continuous semigroups on locally convex spaces (X, τ ) that are also equipped with a 'suitable' auxiliary norm. We introduce the set N of τ -continuous semi-norms that are bounded by the norm. If (X, τ ) has the property that N is closed under countable convex combinations, then a number of Banach space results can be generalised in a straightforward way. Importantly, we extend the Hille-Yosida theorem. We relate our results to those on bicontinuous semigroups and show that they can be applied to semigroups on (C b (E), β) and (B(H), β) for a Polish space E and a Hilbert space H and where β is their respective strict topology.
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