A Convergence Result for a Planning Problem for Mean Field Games and Rigorous Proof of a Ventcel–Freidlin-Type Large Deviations Principle for the $$1+1$$ KPZ Equation

Abstract We study an innovative connection between a very singular optimal transport variational problem with a congestion term connecting two Dirac measures, which is related to the planning problem in mean field games or gases with negative pressure, and a large deviation principle for the KPZ equation. The main result proves a limit of a singular approximate problem with vanishing diffusive flux and a relaxed initial condition. The paper also provides a rigorous justification for the informal analysis of the ad hoc large deviation principle for the KPZ equation appearing in the physics literature.

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Publication Details

Journal
Archive for Rational Mechanics and Analysis
Published
2026-11-02
DOI
https://doi.org/10.1007/s00205-026-02248-7
Citations
1
Primary Topic
Stochastic processes and statistical mechanics
Type
article
Field-Weighted Citation Impact
6.13

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article

A Convergence Result for a Planning Problem for Mean Field Games and Rigorous Proof of a Ventcel–Freidlin-Type Large Deviations Principle for the $$1+1$$ KPZ Equation

Panagiotis E. Souganidis, Pierre‐Louis Lions
1 citations
Archive for Rational Mechanics and Analysis
Stochastic processes and statistical mechanics
6.13
article

A Convergence Result for a Planning Problem for Mean Field Games and Rigorous Proof of a Ventcel–Freidlin-Type Large Deviations Principle for the $$1+1$$ KPZ Equation

Panagiotis E. Souganidis, Pierre‐Louis Lions
article en
1 citations

Abstract

Abstract We study an innovative connection between a very singular optimal transport variational problem with a congestion term connecting two Dirac measures, which is related to the planning problem in mean field games or gases with negative pressure, and a large deviation principle for the KPZ equation. The main result proves a limit of a singular approximate problem with vanishing diffusive flux and a relaxed initial condition. The paper also provides a rigorous justification for the informal analysis of the ad hoc large deviation principle for the KPZ equation appearing in the physics literature.

Archive for Rational Mechanics and AnalysisVol. 250(6)
Collège de France (FR), University of Chicago (US)
Directorate for Mathematical and Physical Sciences
Openalex Percentile: Top 11%
Stochastic processes and statistical mechanics
6.13
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