On the Hamiltonian structure of large deviations in stochastic hybrid systems

DOI10.1088/1742-5468/AA64F3zbMATH Open1457.82190arXiv1410.2152OpenAlexW1946522360MaRDI 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)

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.

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

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Mathematics Subject Classification ID

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

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Cited In (15)

• Reduction of a stochastic model of gene expression: Lagrangian dynamics gives access to basins of attraction as cell types and metastabilty
• Construction of stochastic hybrid path integrals using operator methods
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• Random periodic solutions for a class of hybrid stochastic differential equations
• Rendering neuronal state equations compatible with the principle of stationary action
• Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations
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• Coherent spin states and stochastic hybrid path integrals
• Stochastic hybrid systems in cellular neuroscience
• A moderate deviation principle for stochastic Hamiltonian systems
• Hypercontractivity and applications for stochastic Hamiltonian systems

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