Related papers: Most probable paths for developed processes
In this paper, the explicit expression of Onsager-Machlup action functional to degenerate stochastic differential equations driven by fractional Brownian motion is derived provided the diffusion coeffcient and reference path satisfy some…
This paper investigates bifurcation phenomena and stability of most probable transition paths (MPTPs) in stochastic dynamical systems through a combined variational and spectral flow approach. Within the Onsager-Machlup framework, MPTPs are…
This paper establishes an indirect approximation theorem for the most probable transition pathway of a stochastic interacting particle system in the mean-field framework. This paper studied the problem of indirect approximation of the most…
We describe a novel algorithm for rounding packing integer programs based on multidimensional Brownian motion in $\mathbb{R}^n$. Starting from an optimal fractional feasible solution $\bar{x}$, the procedure converges in polynomial time to…
Turbulence transition often arises from a subcritical transition between bistable states characterized by invariant sets of deterministic dynamical systems, and such transitions can be triggered by system noise as rare events. In this…
We develop a path integral framework for determining most probable paths in a class of systems of stochastic differential equations with piecewise-smooth drift and additive noise. This approach extends the Freidlin-Wentzell theory of large…
The Onsager principle provides a variational route to the phenomenological equations of dissipative dynamics through the minimization of the Rayleighian. We develop a covariant formulation of the Onsager principle for active systems,…
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…
For sampling multiple pathways in a rugged energy landscape, we propose a novel action-based path sampling method using the Onsager-Machlup action functional. Inspired by the Fourier-path integral simulation of a quantum mechanical system,…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
According to a version of Donsker's theorem, geodesic random walks on Riemannian manifolds converge to the respective Brownian motion. From a computational perspective, however, evaluating geodesics can be quite costly. We therefore…
For diffusive stochastic dynamics, the probability to observe any individual trajectory is vanishingly small, making it unclear how to experimentally validate theoretical results for ratios of path probabilities. We provide the missing link…
This work is devoted to the investigation of the most probable transition path for stochastic dynamical systems driven by either symmetric $\alpha$-stable L\'{e}vy motion ($0<\alpha<1$) or Brownian motion. For stochastic dynamical systems…
In this paper we extend recent developments in computational optimal transport to the setting of Riemannian manifolds. In particular, we show how to learn optimal transport maps from samples that relate probability distributions defined on…
This paper addresses the problem of estimating drift parameter of the Ornstein - Uhlenbeck type process, driven by the sum of independent standard and fractional Brownian motions. The maximum likelihood estimator is shown to be consistent…
In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…
The $L^p$ maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for one-dimensional diffusion processes, which include the…
We study the impact of Brownian noise on transitions between metastable equilibrium states in a stochastic ice sheet model. Two methods to accomplish different objectives are employed. The maximal likely trajectory by maximizing the…
We consider diffusion-like paths that are explored by a particle moving via a conservative force while being in thermal equilibrium with its surroundings. To probe rare transitions, we use the Onsager-Machlup (OM) functional as a path…
We derive the path-integral representation of the fractional Ornstein-Uhlenbeck process driven by Riemann-Liouville fractional Gaussian noise, for both the subdiffusive and superdiffusive regimes. We express the corresponding action, which…