Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise

DOI10.1063/5.0050128MaRDI QIDQ5000885zbMATH OpenOpenAlexFDO

Authors Jianyu Hu, Jianyu Chen

Publication date 15 July 2021

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.07165

zbMATH Keywords

stochastic differential equationsGirsanov transformationOnsager-Machlup action functionalLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Stability theory for random and stochastic dynamical systems (37H30)

Abstract: This work is devoted to deriving the Onsager-Machlup action functional for a class of stochastic differential equations with (non-Gaussian) L'{e}vy process as well as Brownian motion in high dimensions. This is achieved by applying the Girsanov transformation for probability measures and then by a path representation. The Poincar'{e} lemma is essential to handle such path representation problem in high dimensions. We provide a sufficient condition on the vector field such that this path representation holds in high dimensions. Moreover, this Onsager-Machlup action functional may be considered as the integral of a Lagrangian. Finally, by a variational principle, we investigate the most probable transition pathways analytically and numerically.

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Cited in

(14)

• The most likely transition path for a class of distribution-dependent stochastic systems
• Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise
• The maximum likelihood climate change for global warming under the influence of greenhouse effect and Lévy noise
• Gaussian approximations for transition paths in Brownian dynamics
• Finding transition pathways on manifolds
• The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation
• Quantifying random collisions between particles inside and outside a circle
• A data-driven approach for discovering the most probable transition pathway for a stochastic carbon cycle system
• Hyperbolic periodic orbits in nongradient systems and small-noise-induced metastable transitions
• Dynamical inference for transitions in stochastic systems with \(\alpha\)-stable Lévy noise
• Transition path time distributions for Lévy flights
• Data-driven method to learn the most probable transition pathway and stochastic differential equation
• Stochastic path power and the Laplace transform
• Most probable transition paths in piecewise-smooth stochastic differential equations

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