Nonlinear Perron–Frobenius conjecture for statistical Hamiltonians

Let Hγ(p,z)H_{\boldsymbol{\gamma}}({\boldsymbol{p}},{\boldsymbol{z}}) be a biased Hamiltonian describing a nonlinear Markov process, and consider its stationary Hamilton–Jacobi equation at energy EE. Assume that the absolute maximum of Hmin(z)H_{\min}({\boldsymbol{z}}) is non-degenerate, with H0(γ)>H1(γ)H_0^\star(\boldsymbol{\gamma})>H_1^\star(\boldsymbol{\gamma}), and write

H0(γ)=maxzminpHγ(p,z).H_0^\star(\boldsymbol{\gamma})=\max_{{\boldsymbol{z}}}\min_{{\boldsymbol{p}}}H_{\boldsymbol{\gamma}}({\boldsymbol{p}},{\boldsymbol{z}}).

Nonlinear Perron–Frobenius conjecture. There exists a value E(γ)E^\star(\boldsymbol{\gamma}) such that: for E>E(γ)E>E^\star(\boldsymbol{\gamma}), all orbits tend towards the system boundaries in forward and backward time and contain no critical manifold; for E<E(γ)E<E^\star(\boldsymbol{\gamma}), the Hamilton–Jacobi equation has no global solution and the reduced action along every bounded orbit is non-negative; and for E=E(γ)E=E^\star(\boldsymbol{\gamma}), the equation has at least two global solutions up to an additive constant, exactly one globally stable solution Ws(z,γ)W_{\mathrm{s}}({\boldsymbol{z}},\boldsymbol{\gamma}) and exactly one globally unstable solution Wu(z,γ)W_{\mathrm{u}}({\boldsymbol{z}},\boldsymbol{\gamma}), which coincide on each critical manifold. The dominant fixed point (p0,z0)({\boldsymbol{p}}_0^\star,{\boldsymbol{z}}_0^\star) lies on both solutions, and

E(γ)=maxzminpHγ(p,z)=H0(γ).E^\star(\boldsymbol{\gamma})=\max_{{\boldsymbol{z}}}\min_{{\boldsymbol{p}}}H_{\boldsymbol{\gamma}}({\boldsymbol{p}},{\boldsymbol{z}})=H_0^\star(\boldsymbol{\gamma}).

This is proposed as a nonlinear analogue of the Perron–Frobenius theorem, replacing positivity and uniqueness properties of dominant eigenvectors by global stable and unstable Hamilton–Jacobi solutions. The conjecture is used to identify the dominant long-time trajectories and remains unproved in the stated generality.

Sources & referencesView supporting material

Primary source

Lydia Chabane, Alexandre Lazarescu and Gatien Verley, “Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume”, arXiv:2109.06830 (2021).

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