A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions

Abstract

We develop new comparison principles for viscosity solutions of Hamilton-Jacobi equations associated with controlled gradient flows in function spaces as well as the space of probability measures. Our examples are optimal control of Ginzburg-Landau and Fokker-Planck equations. They arise in limit considerations of externally forced non-equilibrium statistical mechanics models, or through the large deviation principle for interacting particle systems. Our approach is based on two key ingredients: an appropriate choice of geometric structure defining the gradient flow, and a free energy inequality resulting from such gradient flow structure. The approach allows us to handle Hamiltonians with singular state dependency in the nonlinear term, as well as Hamiltonians with a state space which does not satisfy the Radon-Nikodym property. In the case where the state space is a Hilbert space, the method simplifies existing theories by avoiding the perturbed optimization principle. © 2008 Springer-Verlag.