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The minimum action method (MAM) is an effective approach to numerically solving minimums and minimizers of Freidlin--Wentzell (F-W) action functionals, which is used to study the most probable transition path and probability of the…

Probability · Mathematics 2026-03-06 Jialin Hong , Diancong Jin , Derui Sheng

The aim of this paper is to develop tractable large deviation approximations for the empirical measure of a small noise diffusion. The starting point is the Freidlin-Wentzell theory, which shows how to approximate via a large deviation…

Probability · Mathematics 2021-01-11 Paul Dupuis , Guo-Jhen Wu

In this paper, we study the Onsager-Machlup function and its relationship to the Freidlin-Wentzell function for measures equivalent to arbitrary infinite dimensional Gaussian measures. The Onsager-Machlup function can serve as a density on…

Probability · Mathematics 2024-05-07 Zachary Selk , Harsha Honnappa

Using the geometric minimum action method, we compute minimizers of the Freidlin-Wentzell functional for the dissipative linear and nonlinear Schroedinger equation. For the particular case of transitions between solitary waves of different…

Pattern Formation and Solitons · Physics 2018-08-01 George Poppe , Tobias Schaefer

We pose the approximation problem for scalar nonnegative input-output systems via impulse response convolutions of finite order, i.e. finite order moving averages, based on repeated observations of input/output signal pairs. The problem is…

Optimization and Control · Mathematics 2023-02-27 Lorenzo Finesso , Peter Spreij

We apply a numerical minimum action method derived from the Wentzell-Freidlin theory of large deviations to the Kardar-Parisi-Zhang equation for a growing interface. In one dimension we find that the switching scenario is determined by the…

Statistical Mechanics · Physics 2014-10-07 Hans C. Fogedby , Weiqing Ren

We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…

Statistical Mechanics · Physics 2012-06-05 Freddy Bouchet , Hugo Touchette

Predicting the occurence of rare and extreme events in complex systems is a well-known problem in non-equilibrium physics. These events can have huge impacts on human societies. New approaches have emerged in the last ten years, which…

Computational Physics · Physics 2023-08-09 Eric Simonnet

We consider the numerical approximation of a continuum model of antiferromagnetic and ferrimagnetic materials. The state of the material is described in terms of two unit-length vector fields, which can be interpreted as the magnetizations…

Numerical Analysis · Mathematics 2023-12-11 Hywel Normington , Michele Ruggeri

We pose the deterministic, nonparametric, approximation problem for scalar nonnegative input/output systems via finite impulse response convolutions, based on repeated observations of input/output signal pairs. The problem is converted into…

Optimization and Control · Mathematics 2015-07-14 Lorenzo Finesso , Peter Spreij

This paper develops an enhanced finite element method for approximating a class of variational problems which exhibit the \textit{Lavrentiev gap phenomenon} in the sense that the minimum values of the energy functional have a nontrivial gap…

Numerical Analysis · Mathematics 2016-10-12 Xiaobing Feng , Stefan Schnake

In this paper we consider approximations of Neumann problems for the integral fractional Laplacian by continuous, piecewise linear finite elements. We analyze the weak formulation of such problems, including their well-posedness and…

Numerical Analysis · Mathematics 2022-12-29 Francisco M. Bersetche , Juan Pablo Borthagaray

The probability of trajectories of weakly diffusive processes to remain in the tubular neighbourhood of a smooth path is given by the Freidlin-Wentzell-Graham theory of large deviations. The most probable path between two states (the…

Statistical Mechanics · Physics 2020-08-12 Lukas Kikuchi , Rajesh Singh , Mike E. Cates , Ronojoy Adhikari

A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established…

Probability · Mathematics 2025-03-18 Mangala Prasad

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 (gMAM)…

Statistical Mechanics · Physics 2014-08-26 Tobias Grafke , Rainer Grauer , Tobias Schäfer , Eric Vanden-Eijnden

In this article, we establish the Freidlin-Wentzell type large deviation principle and central limit theorem for stochastic fractional conservation laws with small multiplicative noise in kinetic formulation framework. The weak convergence…

Probability · Mathematics 2023-06-08 Soumya Ranjan Behera , Ananta K. Majee

The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for…

Statistical Mechanics · Physics 2015-05-27 Eric Smith

By using the Onsager principle as an approximation tool, we give a novel derivation for the moving finite element method for gradient flow equations. We show that the discretized problem has the same energy dissipation structure as the…

Numerical Analysis · Mathematics 2020-09-04 Xianmin Xu

We consider a system of nonlinear partial differential equations describing the motion of an incompressible chemically reacting generalized Newtonian fluid in three space dimensions. The governing system consists of a steady…

Numerical Analysis · Mathematics 2017-08-29 Seungchan Ko , Endre Suli

Fuzzy Transform (F-transform) has been introduced as an approximation method which encompasses both classical transforms and approximation methods studied in fuzzy modeling and fuzzy control. It has been proved that, under some conditions,…

Numerical Analysis · Mathematics 2020-11-24 Rafael Aleixo
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