Gaussian Approximations for Transition Paths in Brownian Dynamics

DOI10.1137/16M1071845zbMath1375.60081arXiv1604.06594OpenAlexW2745055376MaRDI QIDQ5349440

Yulong Lu, Hendrik Weber, Andrew M. Stuart

Publication date: 25 August 2017

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.06594

zbMATH Keywords

large deviationsgamma-convergenceOnsager-Machlup functionaltransition pathKullback-Leibler approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items

Relative entropy minimization over Hilbert spaces via Robbins-Monro, Most probable transition paths in piecewise-smooth stochastic differential equations, Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations, Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems, The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation, Noise-induced tipping under periodic forcing: Preferred tipping phase in a non-adiabatic forcing regime, Gaussian Approximations for Probability Measures on $R^d$, Equivalence of weak and strong modes of measures on topological vector spaces, Γ-convergence of Onsager–Machlup functionals: II. Infinite product measures on Banach spaces, Convergence of spectral likelihood approximation based on q-Hermite polynomials for Bayesian inverse problems, Gibbs posterior convergence and the thermodynamic formalism

Uses Software

• PRMLT

Cites Work

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