Most probable escape paths in perturbed gradient systems
Freidlin-Wentzell theoryheteroclinic orbits of finite-dimensional Hamiltonian systemsMelnikov theorymost probable escape pathsperturbed gradient systems with state-independent Gaussian noiserandom and stochastic differential equationsrate functionalstability
Ordinary differential equations and systems with randomness (34F05) Stability theory for random and stochastic dynamical systems (37H30) Stability problems for finite-dimensional Hamiltonian and Lagrangian systems (37J25) Periodic, homoclinic and heteroclinic orbits of finite-dimensional Hamiltonian systems (37J46) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
This paper focuses on the problem of computing the most probable escape path from an attractor for ordinary differential equations perturbed by additive white noise (state-independent Gaussian). It is well known that, in the small-noise limit, the Freidlin-Wentzell theory of large deviations provides a variational framework for this purpose. Hence, this work uses large deviation theory to compute such paths for stochastic gradient systems with nongradient perturbations. While for gradient systems the most probable escape paths consist of time-reversed heteroclinic orbits, for general systems this task can be challenging. Using Melnikov theory applied to the resulting Euler-Lagrange equations recast in Hamiltonian form, the authors establish a condition under which the optimal escape path is the heteroclinic orbit for the perturbed system. A simple two-dimensional numerical example with cubic nonlinearity illustrates their findings.
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