Large deviations in fast-slow systems

DOI10.1007/S10955-016-1449-4zbMATH Open1337.60029arXiv1510.02227OpenAlexW3102470949MaRDI QIDQ281166FDOQ281166

Authors: F. Bouchet, Tobias Grafke, Tomás Tangarife, Eric Vanden-Eijnden 

Publication date: 10 May 2016

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior -- such fluctuations are rare on short timescales but become ubiquitous eventually. This LDP involves an Hamilton-Jacobi equation whose Hamiltonian is related to the leading eigenvalue of the generator of the fast process, and is typically non-quadratic in the momenta -- in other words, the LDP for the slow variables in fast-slow systems is different in general from that of any stochastic differential equation (SDE) one would write for the slow variables alone. It is shown here that the eigenvalue problem for the Hamiltonian can be reduced to a simpler algebraic equation for this Hamiltonian for a specific class of systems in which the fast variables satisfy a linear equation whose coefficients depend nonlinearly on the slow variables, and the fast variables enter quadratically the equation for the slow variables. These results are illustrated via examples, inspired by kinetic theories of turbulent flows and plasma, in which the quasipotential characterizing the long time behavior of the system is calculated and shown again to be different from that of an SDE.

Full work available at URL: https://arxiv.org/abs/1510.02227

Recommendations

• Large deviations for a slow-fast system with jump-diffusion processes
• Large Deviations in Dynamical Systems and Stochastic Processes
• Large deviations and importance sampling for systems of slow-fast motion
• Large deviations of stochastic dynamical systems
• Large deviations of mean-field interacting particle systems in a fast varying environment
• Large deviations in expanding random dynamical systems
• Large deviations for inhomogeneous systems
• Large and moderate deviations for slowly mixing dynamical systems
• Large deviations in stationary states, especially nonequilibrium
• Large deviations for a random speed particle

zbMATH Keywords

large deviationsstochastic differential equationslimit theoremsrare eventsfast-slow systemsHamilton-Jacobi equationquasipotential

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hamilton-Jacobi equations (35F21)

Cites Work

• On large deviations for SDEs with small diffusion and averaging.
• Large deviations for two scaled diffusions
• Large deviations techniques and applications.
• Title not available (Why is that?)
• Minimum action method for the study of rare events
• Averaging in dynamical systems and large deviations
• Kinetic theory of jet dynamics in the stochastic barotropic and 2D Navier-Stokes equations
• Physics of Long-Range Interacting Systems
• THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS
• ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Large deviations and adiabatic transitions for dynamical systems and Markov processes in fully coupled averaging
• The geometric minimum action method: A least action principle on the space of curves
• Cramér's asymptotics in systems with fast and slow motions
• STOCHASTIC VERSIONS OF ANOSOV'S AND NEISTADT'S THEOREMS ON AVERAGING
• Averaging principle for fully coupled dynamical systems and large deviations

Cited In (21)

• Ergodicity and spike rate for stochastic FitzHugh-Nagumo neural model with periodic forcing
• Reduction of a stochastic model of gene expression: Lagrangian dynamics gives access to basins of attraction as cell types and metastabilty
• Transport in Hamiltonian systems with slowly changing phase space structure
• Non-equilibrium transitions in multiscale systems with a bifurcating slow manifold
• Fluctuations in the heterogeneous multiscale methods for fast-slow systems
• Large deviations and importance sampling for systems of slow-fast motion
• Averaging principle for stochastic differential equations in the random periodic regime
• Path-Based Divergence Rates and Lagrangian Uncertainty in Stochastic Flows
• Dynamical large deviations for plasmas below the Debye length and the Landau equation
• From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach
• An eddifying Stommel model: fast eddy effects in a two-box ocean
• Lagrangian Uncertainty Quantification and Information Inequalities for Stochastic Flows
• Ergodicity and invariant measures for a diffusing passive scalar advected by a random channel shear flow and the connection between the Kraichnan-Majda model and Taylor-Aris dispersion
• Large deviations for a slow-fast system with jump-diffusion processes
• Large deviations for synchronized system
• Large deviations for Gaussian diffusions with delay
• Long Term Effects of Small Random Perturbations on Dynamical Systems: Theoretical and Computational Tools
• Dynamical large deviations for homogeneous systems with long range interactions and the Balescu-Guernsey-Lenard equation
• Multiple-scale stochastic processes: decimation, averaging and beyond
• Averaging principle and normal deviations for multiscale stochastic systems
• A Wong-Zakai approximation for random slow manifolds with application to parameter estimation

This page was built for publication: Large deviations in fast-slow systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q281166)