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In the small noise regime, the average transition time between metastable states of a reversible diffusion process is described at the logarithmic scale by Arrhenius' law. The Eyring-Kramers formula classically provides a subexponential…

Mathematical Physics · Physics 2016-11-23 Freddy Bouchet , Julien Reygner

In stochastic systems with weak noise, the logarithm of the stationary distribution becomes proportional to a large deviation rate function called the quasi-potential. The quasi-potential, and its characterization through a variational…

Statistical Mechanics · Physics 2016-05-04 Freddy Bouchet , Krzysztof Gawedzki , Cesare Nardini

Transition path theory (TPT) for diffusion processes is a framework for analysing the transitions of multiscale ergodic diffusion processes between disjoint metastable subsets of state space. Most methods for applying TPT involve the…

Numerical Analysis · Mathematics 2021-03-31 Nada Cvetković , Tim Conrad , Han Cheng Lie

We study a generalization of the Monge--Kantorovich optimal transport problem. Given a prescribed family of time-dependent probability measures $(\mu_t)$, we aim to find, among all path-continuous stochastic processes whose one-dimensional…

Metric Geometry · Mathematics 2025-10-02 Ehsan Abedi

Given a probability-measure-valued process $(\mu_t)$, we aim to find, among all path-continuous stochastic processes whose one-dimensional time marginals coincide almost surely with $(\mu_t)$ (if there is any), a process that minimizes a…

Probability · Mathematics 2025-07-21 Ehsan Abedi

Rare transition events in meta-stable systems under noisy fluctuations are crucial for many non-equilibrium physical and chemical processes. In these processes, the primary contributions to reactive flux are predominantly near the…

Chemical Physics · Physics 2024-08-26 Jiayue Han , Shuting Gu , Xiang Zhou

We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

Probability · Mathematics 2020-03-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

Transition of a system between two states is an important but difficult problem in natural science. In this article we study the transition problem in the framework of transition path ensemble. Using the overdamped Langevin method, we…

Statistical Mechanics · Physics 2023-02-01 De-Zhang Li , Jia-Rui Zeng , Wei-Jie Huang , Yao Yao , Xiao-Bao Yang

An alternative methodology to investigate indirect polyatomic processes with quasi-classical trajectories is proposed, which effectively avoids any binning or weighting procedure while provides rovibrational resolution. Initial classical…

This paper presents a heuristic derivation of a geometric minimum action method that can be used to determine most-probable transition paths in noise-driven dynamical systems. Particular attention is focused on systems that violate detailed…

Statistical Mechanics · Physics 2018-03-06 John C. Neu , Akhil Ghanta , Stephen Teitsworth

In this work a Feynman-Kac path integral method based on Levy measure has been proposed for solving the Cauchy problems associated with the space-time fractional Schroedinger equations arising in interacting systems in fractional quantum…

Quantum Physics · Physics 2023-06-27 Sumita Datta , Radhika Prosad Datta

We construct path integrals for stochastic hybrid reaction-diffusion (RD) processes, in which the reaction terms depend on the discrete state of a randomly switching environment. We proceed by spatially discretizing a given RD system and…

Statistical Mechanics · Physics 2021-10-15 Paul C. Bressloff

In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…

Probability · Mathematics 2024-08-19 Yuan Gao , Wuchen Li , Jian-Guo Liu

The Wentzel-Kramers-Brillouin semiclassical method is formulated for quasiparticles with quartic-in-momentum dispersion which presents the simplest case of a soft energy-momentum dispersion. It is shown that matching wave functions in the…

Strongly Correlated Electrons · Physics 2026-03-06 E. V. Gorbar , V. P. Gusynin

Randomized shortest paths (RSP) are a tool developed in recent years for different graph and network analysis applications, such as modelling movement or flow in networks. In essence, the RSP framework considers the temperature-dependent…

Social and Information Networks · Computer Science 2021-12-17 Ilkka Kivimäki , Bram Van Moorter , Manuela Panzacchi , Jari Saramäki , Marco Saerens

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

We present a subgradient method for minimizing non-smooth, non-Lipschitz convex optimization problems. The only structure assumed is that a strictly feasible point is known. We extend the work of Renegar [5] by taking a different…

Optimization and Control · Mathematics 2018-02-28 Benjamin Grimmer

A comprehensive methodology for establishing the existence of gradient flows for cross-diffusion systems with respect to suitable energies is proposed. The approach is based on the construction of piecewise-in-time constant approximations…

Analysis of PDEs · Mathematics 2026-04-03 Mathias Dus , Ansgar Jüngel

We analyze in detail, beyond the usual scaling hypothesis, the finite-size convergence of static quantities toward the thermodynamic limit. In this way we are able to obtain sequences of pseudo-critical points which display a faster…

Statistical Mechanics · Physics 2008-04-10 M. Roncaglia , L. Campos Venuti , C. Degli Esposti Boschi

This paper reinterprets Freidlin-Wentzell's variational construction of the rate function in the large deviation principle for invariant measures from the weak KAM perspective. Through a one-dimensional irreversible diffusion process on a…

Analysis of PDEs · Mathematics 2023-10-12 Yuan Gao , Jian-Guo Liu