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.
Authors
- Panagiotis E. Souganidis (ORCID: https://orcid.org/0000-0003-2399-0759)
- Pierre‐Louis Lions
Institutions
- Collège de France (FR)
- University of Chicago (US)
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
Funders
- Directorate for Mathematical and Physical Sciences