Rigorous validation of stochastic transition paths (Q2334873)
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English | Rigorous validation of stochastic transition paths |
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Rigorous validation of stochastic transition paths (English)
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8 November 2019
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The goal of the paper is an approach for rigorous validated computation for stochastic systems. The analytical part of the method is based on the fixed-point theorems in some Banach space. For the demonstration of the approach, the authors consider the following stochastic ordinary differential equation \[ dX=-\nabla V(X)dt+\varepsilon W(t), \] where \({0<\varepsilon\ll1}\), \(W=(W_1,W_2)\) are independent identically distributed Brownian motions and \(V\) is the Müller-Brown potential, i.e., \[ V(x,y)=\sum_{i=1}^4\alpha_i\exp\left(a^{(i)}(x-x^{(i)}_0)^2+b^{(i)}(x-x^{(i)}_0)(y-y^{(i)}_0)+c^{(i)}(y-y^{(i)}_0)^2\right) \] with some standard parameters \({\alpha,x_0,y_0,a,b,c\in\mathbb{R}^4}.\) The authors validate numerically obtained minimum energy path (MEP) for such a system by rigorously computing a chain of heteroclinic orbits. The following steps are done: localization and validation of all saddles and minima; introduction an equivalent polynomial vector field; computation and validation of the local unstable manifold of the saddles; validation of the trapping regions around the minima; computation and validation of the orbits connecting unstable manifolds and trapping regions. The authors use Matlab with the Intlab package for computing. Some generalizations are discussed at the end of paper.
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rigorous numerics
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stochastic dynamics
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fixed-point problem
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minimum-energy path
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heteroclinic orbit
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invariant manifolds
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