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Auteurs principaux: Chen, Hong-Bin, Xia, Jiaming
Format: Preprint
Publié: 2022
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Accès en ligne:https://arxiv.org/abs/2201.12732
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author Chen, Hong-Bin
Xia, Jiaming
author_facet Chen, Hong-Bin
Xia, Jiaming
contents We give a meaning to the Hamilton--Jacobi equation arising from mean-field spin glass models in the viscosity sense, and establish the corresponding well-posedness. Originally defined on the set of monotone probability measures, these equations can be interpreted, via an isometry, to be defined on an infinite-dimensional closed convex cone with an empty interior in a Hilbert space. We prove the comparison principle, and the convergence of finite-dimensional approximations furnishing the existence of solutions. Under additional convexity conditions, we show that the solution can be represented by a version of the Hopf--Lax formula, or the Hopf formula on cones. Previously, two notions of solutions were considered, one defined directly as the Hopf--Lax formula, and another as limits of finite-dimensional approximations. They have been proven to describe the limit free energy in a wide class of mean-field spin glass models. This work shows that these two kinds of solutions are viscosity solutions.
format Preprint
id arxiv_https___arxiv_org_abs_2201_12732
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Hamilton-Jacobi equations from mean-field spin glasses
Chen, Hong-Bin
Xia, Jiaming
Analysis of PDEs
Disordered Systems and Neural Networks
Probability
We give a meaning to the Hamilton--Jacobi equation arising from mean-field spin glass models in the viscosity sense, and establish the corresponding well-posedness. Originally defined on the set of monotone probability measures, these equations can be interpreted, via an isometry, to be defined on an infinite-dimensional closed convex cone with an empty interior in a Hilbert space. We prove the comparison principle, and the convergence of finite-dimensional approximations furnishing the existence of solutions. Under additional convexity conditions, we show that the solution can be represented by a version of the Hopf--Lax formula, or the Hopf formula on cones. Previously, two notions of solutions were considered, one defined directly as the Hopf--Lax formula, and another as limits of finite-dimensional approximations. They have been proven to describe the limit free energy in a wide class of mean-field spin glass models. This work shows that these two kinds of solutions are viscosity solutions.
title Hamilton-Jacobi equations from mean-field spin glasses
topic Analysis of PDEs
Disordered Systems and Neural Networks
Probability
url https://arxiv.org/abs/2201.12732