Rigorous validation of stochastic transition paths
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Publication:2334873
DOI10.1016/J.MATPUR.2019.04.012zbMATH Open1427.60142arXiv1804.10171OpenAlexW2963325649MaRDI QIDQ2334873FDOQ2334873
Authors: Maxime Breden, Christian Kuehn 
Publication date: 8 November 2019
Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1804.10171
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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)
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