Long Term Effects of Small Random Perturbations on Dynamical Systems: Theoretical and Computational Tools
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Publication:4604863
DOI10.1007/978-1-4939-6969-2_2zbMATH Open1383.37035arXiv1604.03818OpenAlexW2337022095MaRDI QIDQ4604863FDOQ4604863
Authors: Tobias Grafke, Tobias Schäfer, Eric Vanden-Eijnden 
Publication date: 6 March 2018
Published in: Recent Progress and Modern Challenges in Applied Mathematics, Modeling and Computational Science (Search for Journal in Brave)
Abstract: Small random perturbations may have a dramatic impact on the long time evolution of dynamical systems, and large deviation theory is often the right theoretical framework to understand these effects. At the core of the theory lies the minimization of an action functional, which in many cases of interest has to be computed by numerical means. Here we review the theoretical and computational aspects behind these calculations, and propose an algorithm that simplifies the geometric minimum action method to minimize the action in the space of arc-length parametrized curves. We then illustrate this algorithm's capabilities by applying it to various examples from material sciences, fluid dynamics, atmosphere/ocean sciences, and reaction kinetics. In terms of models, these examples involve stochastic (ordinary or partial) differential equations with multiplicative or degenerate noise, Markov jump processes, and systems with fast and slow degrees of freedom, which all violate detailed balance, so that simpler computational methods are not applicable.
Full work available at URL: https://arxiv.org/abs/1604.03818
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Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Numerical problems in dynamical systems (65P99)
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- Rigorous validation of stochastic transition paths
- A minimum action method for small random perturbations of two-dimensional parallel shear flows
- Instantons for rare events in heavy-tailed distributions
- Parametric resonance for enhancing the rate of metastable transition
- A minimum action method for dynamical systems with constant time delays
- Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations
- Application of adaptive multilevel splitting to high-dimensional dynamical systems
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- Numerical computation of rare events via large deviation theory
- Metastable transitions in inertial Langevin systems: what can be different from the overdamped case?
- The geometric minimum action method: A least action principle on the space of curves
- Sex, ducks, and rock ``n roll: mathematical model of sexual response
- A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations
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