Rigorous validation of stochastic transition paths
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Publication:2334873
invariant manifoldsrigorous numericsheteroclinic orbitstochastic dynamicsfixed-point problemminimum-energy path
Invariant manifolds for ordinary differential equations (34C45) Homoclinic and heteroclinic orbits for dynamical systems (37C29) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Algorithms with automatic result verification (65G20) Action-minimizing orbits and measures for finite-dimensional Hamiltonian and Lagrangian systems; variational principles; degree-theoretic methods (37J51)
Abstract: Global dynamics in nonlinear stochastic systems is often difficult to analyze rigorously. Yet, many excellent numerical methods exist to approximate these systems. In this work, we propose a method to bridge the gap between computation and analysis by introducing rigorous validated computations for stochastic systems. The first step is to use analytic methods to reduce the stochastic problem to one solvable by a deterministic algorithm and to numerically compute a solution. Then one uses fixed-point arguments, including a combination of analytical and validated numerical estimates, to prove that the computed solution has a true solution in a suitable neighbourhood. We demonstrate our approach by computing minimum-energy transition paths via invariant manifolds and heteroclinic connections. We illustrate our method in the context of the classical M"uller-Brown test potential.
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(11)- Computing invariant sets of random differential equations using polynomial chaos
- Rigorous validation of stochastic transition paths
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