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 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 noiseinduced 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 f4-model and the stochastically driven Burgers equation.
Original language | English (US) |
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Pages (from-to) | 566-580 |
Number of pages | 15 |
Journal | Multiscale Modeling and Simulation |
Volume | 12 |
Issue number | 2 |
DOIs | |
State | Published - 2014 |
Keywords
- Burgers equation
- Freidlin-wentzell action
- Geometric minimum action method
- Instantons
ASJC Scopus subject areas
- General Chemistry
- Modeling and Simulation
- Ecological Modeling
- General Physics and Astronomy
- Computer Science Applications