Hamilton-Jacobi equations from mean-field spin glasses

Abstract

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.

47 pages. This is the journal version of the article. Please note that the published version contains typos introduced during the journal's typesetting process. This arXiv version is the accurate version and should be preferred for reading

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