Throughout write St=(21,21), At=(1,1) and Pt=(0,0) for the equilibrium triple defined in the statement, and recall from The Regularised Entropic Rate Cost (iv) that ϕ≥0 with ϕ(u)=0 exactly for u=1, and from The Regularised Entropic Rate Cost (iii) that ϕ(1)=0 and ϕ′(1)=0.
Claim 1. By claim The Ising Population Model Instantiates the Data of the Fluctuation Theory (ii), b(Σ,α)=(Σ2α2−Σ1α1)v; at (St,At) this is (21⋅1−21⋅1)v=0.
The map S takes the value (21,21), which lies in Δ2 because its entries are nonnegative and sum to 1; the map A takes the value (1,1), which lies in A because a<1<aˉ. Both are constant, hence have continuous components, which is the continuity clause of the trajectory-pair definition. For its dynamics clause, the map s↦bγ(Ss,As) is constant with value 0, hence continuous, and its Riemann integral over [0,t] is 0; therefore S0γ+∫0tbγ(Ss,As)ds=S0γ=Stγ. So (S,A) is a mean-field trajectory pair for β with horizon T.
The same computation with the Lebesgue integral over the compact interval [0,t], which is likewise 0 for the constant integrand 0, gives Stγ=S0γ+∫[0,t]bγ(Ss,As)ds. Together with S taking values in Δ2 and S0=(21,21), these are exactly the three requirements of the standing hypothesis on S∗ in The Block Cascade of Anchored Good-Set Clocks: Adapted Good Sets, Matched Escape Bounds, and the Energy Ledger, read with S∗=S and x0=S0.
Claim 2. At (St,At) we have x2−x1=0, x1+x2−1=0 and a1=a2=1. Substituting into the formulas of claim The Ising Population Model Instantiates the Data of the Fluctuation Theory (viii) gives
∂1Lˉ(St,At)=χ−1ϕ(1)−0+0=0,∂2Lˉ(St,At)=0,
∂3Lˉ(St,At)=χ−1⋅21⋅ϕ′(1)=0,∂4Lˉ(St,At)=0.
We verify the three clauses of the definition of a stationary co-state for the constant map P. Continuity: each component is constant, hence continuous. Co-state equation: the integrand is
δ=1∑2∂γbˉδ(Ss,As)Psδ−∂γLˉ(Ss,As)=0−0=0,
since every Psδ vanishes and the first-order partial derivatives of Lˉ vanish at (Ss,As) by the previous paragraph; it is therefore continuous, its Riemann integral over [t,T] is 0, and −∂γGˉ(ST)=0 because Gˉ is constant by claim The Ising Population Model Instantiates the Data of the Fluctuation Theory (viii). Hence the right-hand side of the co-state equation is 0=Ptγ. Stationarity: for j∈{1,2} the left-hand side is ∂2+jLˉ(St,At)=0 and the right-hand side is ∑δ∂2+jbˉδ(St,At)Ptδ=0. So P is a stationary co-state and (S,A,P) is a stationary mean-field triple. Finally ∑δ∣Ptδ∣=0≤CP with CP=0.
Claim 3. By definition the mean-field Hamiltonian along the triple is Ht(a)=Lˉ(St,a)−∑δPtδbˉδ(St,a), and the second term vanishes because Pt=0. Substituting x=St into the formula for Lˉ of clause The Ising Population Data (vi), and using x2−x1=0 and x1+x2−1=0 there, gives Ht(a)=χ−1(21ϕ(a1)+21ϕ(a2)), the displayed formula.
Since ϕ≥0, we have Ht(a)≥0 for every a, and Ht(At)=χ−1ϕ(1)=0. If a∈A satisfies Ht(a)=0 then ϕ(a1)=ϕ(a2)=0, both summands being nonnegative, hence a1=a2=1 and a=At. Therefore Ht(a)>0=Ht(At) for every a∈A with a=At, which is hypothesis (U).
Claim 4. Fix a real θ>0 and let x∈Δ2 and ξ∈UA, with an admissible representative also written ξ, so that ξ(t)∈A for every t∈[0,θ]. By the definition of the mean-field cost of a control from an initial state, F[θ](x,ξ) is the generalized mean-field cost of the pair (S(x,ξ),ξ), namely ∫[0,θ]L(St(x,ξ),ξ(t))dt+G(Sθ(x,ξ)). The flow takes values in Δ2, so the integrand is nonnegative by claim The Ising Population Model Instantiates the Data of the Fluctuation Theory (vii), and G=0; by monotonicity of the integral, Linearity and Monotonicity of the Lebesgue Integral, and the Integrability Criterion, we get F[θ](x,ξ)≥0. Hence 0 is a lower bound of the set whose infimum is Jx∗[θ], and Jx∗[θ]≥0.
Now let x=(21,21) and let ξ∘ be the constant map on [0,θ] with value (1,1). It is square integrable and takes values in A, so its class lies in UA, and it is an admissible representative of that class. The constant map t↦(21,21) on [0,θ], paired with ξ∘, is a generalized mean-field trajectory pair with value x at t=0: its components are constant, hence absolutely continuous with vanishing derivative, and the drift b((21,21),(1,1)) vanishes by claim 1, so the integral equation holds exactly as in claim 1. By the uniqueness in claim 1 of Existence and Uniqueness of the Generalized Mean-Field Trajectory for a Measurable Control, this constant map is the mean-field flow S(x,ξ∘). Consequently
F[θ](x,ξ∘)=∫[0,θ]L((21,21),(1,1))dt+0=0,
since L((21,21),(1,1))=0 by claim The Ising Population Model Instantiates the Data of the Fluctuation Theory (vii). So the infimum Jx∗[θ], which is at least 0 and at most F[θ](x,ξ∘)=0, equals 0, and the class of ξ∘ lies in Mx∗[θ] by the definition of that set. Taking θ=T and noting that A is exactly the constant map with value (1,1) on [0,T] and that S0=(21,21) gives [A]∈MS0∗.
Claim 5. Let t0∈[0,T), put T♯=T−t0>0, and let x∈Δ2 with ∣x−St0∣≤1. Since St0=(21,21), claim 4 applied with θ=T♯ gives JSt0∗[T♯]=0 and Jx∗[T♯]≥0. As Pt0=0, the right-hand side of the inequality of (TG) with Ctg=0 equals JSt0∗[T♯]−0−0=0, and the inequality reads Jx∗[T♯]≥0, which holds. So (TG) holds with εtg=1 and Ctg=0.