The graph limit of the minimizer of the Onsager-Machlup functional and its computation

DOI10.1007/S11425-019-1650-7MaRDI QIDQ829447zbMATHOpenAlexFDO

Authors Qiang Du, Xiaoguang Li, Weiqing Ren, Tiejun Li

Publication date 6 May 2021

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.03070

zbMATH Keywords

graph limitMaupertuis principleOnsager-Machlup functionalFreidlin-Wentzell functionalgeometric minimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Applications of statistics to physics (62P35) Variational methods applied to PDEs (35A15) Dynamical systems in other branches of physics (quantum mechanics, general relativity, laser physics) (37N20)

Abstract: The Onsager-Machlup (OM) functional is well-known for characterizing the most probable transition path of a diffusion process with non-vanishing noise. However, it suffers from a notorious issue that the functional is unbounded below when the specified transition time $T$ goes to infinity. This hinders the interpretation of the results obtained by minimizing the OM functional. We provide a new perspective on this issue. Under mild conditions, we show that although the infimum of the OM functional becomes unbounded when $T$ goes to infinity, the sequence of minimizers does contain convergent subsequences on the space of curves. The graph limit of this minimizing subsequence is an extremal of the abbreviated action functional, which is related to the OM functional via the Maupertuis principle with an optimal energy. We further propose an energy-climbing geometric minimization algorithm (EGMA) which identifies the optimal energy and the graph limit of the transition path simultaneously. This algorithm is successfully applied to several typical examples in rare event studies. Some interesting comparisons with the Freidlin-Wentzell action functional are also made.

Recommendations

• \(\Gamma\)-convergence of graph Ginzburg-Landau functionals
• Gamma-limit of the Onsager-Machlup functional on the space of curves
• Minimising a relaxed Willmore functional for graphs subject to boundary conditions
• Continuum limits of nonlocal \(p\)-Laplacian variational problems on graphs
• A gradient estimate for nonlocal minimal graphs
• The Łojasiewicz inequality for free energy functionals on a graph
• Nonlocal Continuum Limits of p-Laplacian Problems on Graphs
• Toward the theory of boundary value problems on graphs
• The limit of first eigenfunctions of the \(p\)-Laplacian on graphs
• The nonlinear heat equation on dense graphs and graph limits

Cites work

• scientific article; zbMATH DE number 4015838 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 194356 (Why is no real title available?)
• A scaling theory of bifurcations in the symmetric weak-noise escape problem.
• An adaptive high-order minimum action method
• Differentiability of the conjugacy in the Hartman-Grobman theorem
• Fluctuations and Irreversible Processes
• Hyperbolic Conservation Laws in Continuum Physics
• Lagrangian flows: The dynamics of globally minimizing orbits
• Lagrangian flows: The dynamics of globally minimizing orbits-II
• MAP estimators for piecewise continuous inversion
• Metastability and Markov state models in molecular dynamics. Modeling, analysis, algorithmic approaches
• Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times
• Metastability in reversible diffusion processes. II: Precise asymptotics for small eigenvalues
• Minimum action method for the study of rare events
• On the Onsager-Machlup functional of diffusion processes around non \(C^ 2\) curves
• The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
• The Onsager-Machlup function for diffusion processes
• The geometric minimum action method: A least action principle on the space of curves
• The string method as a dynamical system
• Towards a theory of transition paths
• \(\Gamma \)-limit for transition paths of maximal probability

Cited in

(4)

• The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation
• Γ-convergence of Onsager–Machlup functionals: II. Infinite product measures on Banach spaces
• Gamma-limit of the Onsager-Machlup functional on the space of curves
• The small-noise limit of the most likely element is the most likely element in the small-noise limit

This page was built for publication: The graph limit of the minimizer of the Onsager-Machlup functional and its computation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q829447)