Large scale asymptotics of velocity-jump processes and non-local Hamilton-Jacobi equations

TL;DR

This paper studies large deviation asymptotics of a velocity jump process, deriving a nonlocal Hamilton-Jacobi equation, establishing well-posedness, and applying the results to compute acceleration rates in a kinetic Fisher-KPP model.

Contribution

It introduces a new nonlocal Hamilton-Jacobi equation for velocity jump processes, proves well-posedness, and connects the theory to kinetic reaction-diffusion equations.

Findings

Derived a nonlocal Hamilton-Jacobi equation for the process

Proved well-posedness of the viscosity solution

Computed the exact acceleration rate in a kinetic Fisher-KPP model

Abstract

We investigate a simple velocity jump process in the regime of large deviation asymptotics. New velocities are taken randomly at a constant, large, rate from a Gaussian distribution with vanishing variance. The Kolmogorov forward equation associated with this process is the linear BGK kinetic transport equation. We derive a new type of Hamilton-Jacobi equation which is nonlocal with respect to the velocity variable. We introduce a suitable notion of viscosity solution, and we prove well-posedness in the viscosity sense. We also prove convergence of the logarithmic transformation towards this limit problem. Furthermore, we identify the variational formulation of the solution by means of an action functional supported on piecewise linear curves. As an application of this theory, we compute the exact rate of acceleration in a kinetic version of the celebrated Fisher-KPP equation in the one-dimensional case.