Selection principle for Weak KAM solutions on ℝn via large deviation principle for diffusions
Abstract
Stationary Hamilton-Jacobi equations generally admit many weak KAM solutions. The question is how to select one weak KAM solution that reflects a meaningful physical principle. In this paper, we propose a selection principle for Hamilton-Jacobi equations arising from the large deviation principle of general drift-diffusion processes on ℝn based on the exponential asymptotics of invariant measures. We first characterize the Aubry set as the finitely many equilibria of the drift, using an action estimate from the orthogonal decomposition of the drift. For any boundary data on the Aubry set compatible with the Peierls barrier, we construct the unique coercive weak KAM solution with these boundary data, which is also the maximal locally Lipschitz viscosity solution. The Freidlin-Wentzell graph formula then provides the boundary data on the Aubry set that select the unique weak KAM solution. The selected solution is exactly the rate function in the large deviation principle for invariant measures in the zero noise limit. We also show that this rate function is the vanishing viscosity limit, to which the viscous approximations converge locally uniformly. Finally, under additional regularity assumptions, we show that the long-time and zero-noise limits commute for suitably prepared initial densities.
Related
- A large deviation principle for the Gaussian beta ensemble in the high temperature regime
- Large deviation principle for determinantal point processes on Stein manifolds
- Small-time annealed large deviations principle for one-dimensional diffusions in a random environment
- A large-deviation principle for the empirical distribution of a regular branching random walk
- Aleksandrov-Bakelman-Pucci maximum principle for Ln-viscosity solutions of uniformly elliptic equations with unbounded terms: The critical case
BibTeX
@misc{gao2026selection,
title = {{Selection principle for Weak KAM solutions on $\mathbbR^n$ via large deviation principle for diffusions}},
author = {Yuan Gao and Yuxi Han},
howpublished = {arXiv},
year = {2026},
month = nov,
doi = {10.48550/arxiv.2611.03292},
eprint = {2611.03292},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2611.03292},
}
RIS
TY - UNPB
TI - Selection principle for Weak KAM solutions on ℝ^n via large deviation principle for diffusions
AU - Yuan Gao
AU - Yuxi Han
PY - 2026
DA - 2026/11/02
PB - arXiv
DO - 10.48550/arxiv.2611.03292
UR - https://arxiv.org/abs/2611.03292
AB - Stationary Hamilton-Jacobi equations generally admit many weak KAM solutions. The question is how to select one weak KAM solution that reflects a meaningful physical principle. In this paper, we propose a selection principle for Hamilton-Jacobi equations arising from the large deviation principle of general drift-diffusion processes on ℝ^n based on the exponential asymptotics of invariant measures. We first characterize the Aubry set as the finitely many equilibria of the drift, using an action estimate from the orthogonal decomposition of the drift. For any boundary data on the Aubry set compatible with the Peierls barrier, we construct the unique coercive weak KAM solution with these boundary data, which is also the maximal locally Lipschitz viscosity solution. The Freidlin-Wentzell graph formula then provides the boundary data on the Aubry set that select the unique weak KAM solution. The selected solution is exactly the rate function in the large deviation principle for invariant measures in the zero noise limit. We also show that this rate function is the vanishing viscosity limit, to which the viscous approximations converge locally uniformly. Finally, under additional regularity assumptions, we show that the long-time and zero-noise limits commute for suitably prepared initial densities.
ER -