Arclength Parametrized Hamilton's Equations for the Calculation of Instantons

DOI10.1137/130939158zbMATH Open1348.60084arXiv1309.5175OpenAlexW2051044983WikidataQ62570026 ScholiaQ62570026MaRDI QIDQ5250344FDOQ5250344

Authors: Tobias Grafke, R. Grauer, Tobias Schäfer, Eric Vanden-Eijnden 

Publication date: 19 May 2015

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Abstract: A method is presented to compute minimizers (instantons) of action functionals using arclength parametrization of Hamilton's equations. This method can be interpreted as a local variant of the geometric minimum action method (gMAM) introduced to compute minimizers of the Freidlin-Wentzell action functional that arises in the context of large deviation theory for stochastic differential equations. The method is particularly well-suited to calculate expectations dominated by noise-induced excursions from deterministically stable fixpoints. Its simplicity and computational efficiency are illustrated here using several examples: a finite-dimensional stochastic dynamical system (an Ornstein-Uhlenbeck model) and two models based on stochastic partial differential equations: the $ph{i}^4$-model and the stochastically driven Burgers equation.

Full work available at URL: https://arxiv.org/abs/1309.5175

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zbMATH Keywords

minimizersinstantonsstochastic differential equationsstochastic Burgers equationHamilton equationsaction functionalsarclength parametrizationFreidlin-Wentzell action

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Existence of optimal solutions to problems involving randomness (49J55) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Statistical turbulence modeling (76F55)

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Cited In (16)

• Approximate Optimal Controls via Instanton Expansion for Low Temperature Free Energy Computation
• Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm
• Convergence analysis of a finite element approximation of minimum action methods
• Metadynamics for Transition Paths in Irreversible Dynamics
• Quasi-potential calculation and minimum action method for limit cycle
• Rare transitions to thin-layer turbulent condensates
• Instantons for rare events in heavy-tailed distributions
• Parametric Hamilton’s equations for stochastic systems
• A minimum action method for dynamical systems with constant time delays
• Do extreme events trigger turbulence decay? -- A numerical study of turbulence decay time in pipe flows
• Eddy-viscous modeling and the topology of extreme circulation events in three-dimensional turbulence
• Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise
• Numerical computation of rare events via large deviation theory
• Long Term Effects of Small Random Perturbations on Dynamical Systems: Theoretical and Computational Tools
• The instanton method and its numerical implementation in fluid mechanics
• Computation of minimum action paths of the stochastic nonlinear Schrödinger equation with dissipation

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