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

DOI10.1007/S11425-019-1650-7zbMATH Open1462.35007arXiv2003.03070OpenAlexW3013327298MaRDI QIDQ829447FDOQ829447

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

Publication date: 6 May 2021

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

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.

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

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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)

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Cited In (4)

• The small-noise limit of the most likely element is the most likely element in the small-noise limit
• 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

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