The most likely transition path for a class of distribution-dependent stochastic systems

DOI10.1142/S0219493723400087MaRDI QIDQ6151513zbMATH OpenOpenAlexFDO

Authors Wei Wei, Jianyu Hu

Publication date 11 March 2024

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.06030

zbMATH Keywords

adaptive minimum action methoddistribution-dependent stochastic dynamicsinteracting particleslarge deviationsMcKean-Vlasov stochastic systemsthe most likely transition path

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) The dynamics of infinite particle systems (70F45)

Abstract: Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We aim to examine the most likely transition path between equilibrium stable states of the vector field. In the small noise regime, we find that the rate function (or action functional) does not involve with the solution of the skeleton equation, which describes unperturbed deterministic flow of the vector field shifted by the interaction at zero distance. As a result, we are led to study the most likely transition path for a stochastic differential equation without distribution-dependency. This enables the computation of the most likely transition path for these distribution-dependent stochastic dynamical systems by the adaptive minimum action method and we illustrate our approach in two examples.

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Cites work

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Cited in

(1)

• The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation

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