On the Hamiltonian structure of large deviations in stochastic hybrid systems

DOI10.1088/1742-5468/AA64F3zbMATH Open1457.82190OpenAlexW1946522360MaRDI QIDQ3302986FDOQ3302986

Authors Paul C. Bressloff, Olivier Faugeras

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.2152

Mathematics Subject Classification ID

Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Abstract: We develop the connection between large deviation theory and more applied approaches to stochastic hybrid systems by highlighting a common underlying Hamiltonian structure. A stochastic hybrid system involves the coupling between a piecewise deterministic dynamical system in $R^d$ and a time-homogeneous Markov chain on some discrete space $Gamma$. We assume that the Markov chain on $Gamma$ is ergodic, and that the discrete dynamics is much faster than the piecewise deterministic dynamics (separation of time-scales). Using the Perron-Frobenius theorem and the calculus-of-variations, we evaluate the rate function of a large deviation principle in terms of a classical action, whose Hamiltonian is given by the Perron eigenvalue of a $|Gamma|$-dimensional linear equation. The corresponding linear operator depends on the transition rates of the Markov chain and the nonlinear functions of the piecewise deterministic system. The resulting Hamiltonian is identical to one derived using path-integrals and WKB methods. We illustrate the theory by considering the example of stochastic ion channels.

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Cited in

(15)

• Random periodic solutions for a class of hybrid stochastic differential equations
• Coherent spin states and stochastic hybrid path integrals
• A variational method for analyzing limit cycle oscillations in stochastic hybrid systems
• Construction of stochastic hybrid path integrals using operator methods
• Path-integral methods for analyzing the effects of fluctuations in stochastic hybrid neural networks
• Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations
• Fluctuating-rate model with multiple gene states
• Stochastic hybrid systems in cellular neuroscience
• Rendering neuronal state equations compatible with the principle of stationary action
• Reduction of a stochastic model of gene expression: Lagrangian dynamics gives access to basins of attraction as cell types and metastabilty
• Hypercontractivity and applications for stochastic Hamiltonian systems
• A moderate deviation principle for stochastic Hamiltonian systems
• Spreading in kinetic reaction-transport equations in higher velocity dimensions
• Generalized Itô's lemma and the stochastic thermodynamics of diffusion with resetting
• Global density equations for a population of actively switching particles

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