Viscosity solutions of Hamilton-Jacobi equation in $RCD(K,\infty)$ spaces and applications to large deviations

TL;DR

This paper develops a theory of viscosity solutions for Hamilton-Jacobi equations in RCD(K,∞) spaces, establishing convergence results and applications to large deviations, heat kernel analysis, and optimal transport.

Contribution

It introduces uniform gradient and Laplacian contraction estimates for viscous Hamilton-Jacobi solutions in RCD spaces and applies these to large deviations and Schrödinger problem convergence.

Findings

Solutions converge to Hopf-Lax evolution as viscosity vanishes.

Established large deviation principles for heat kernel and Brownian motion.

Proved Γ-convergence of Schrödinger problem to optimal transport in proper RCD spaces.

Abstract

The aim of this paper is twofold. - In the setting of RCD(K,$\infty$) metric measure spaces, we derive uniform gradient and Laplacian contraction estimates along solutions of the viscous approximation of the Hamilton--Jacobi equation. We use these estimates to prove that, as the viscosity tends to zero, solutions of this equation converge to the evolution driven by the Hopf--Lax formula, in accordance with the smooth case. - We then use such convergence to study the small-time Large Deviation Principle for both the heat kernel and the Brownian motion: we obtain the expected behavior under the additional assumption that the space is proper. As an application of the latter point, we also discuss the $\Gamma$-convergence of the Schr\"odinger problem to the quadratic optimal transport problem in proper RCD(K,$\infty$) spaces.