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arxiv: 1309.5175 · v1 · pith:SL6YL2DDnew · submitted 2013-09-20 · ❄️ cond-mat.stat-mech · math-ph· math.MP· physics.comp-ph

Arclength parametrized Hamilton's equations for the calculation of instantons

classification ❄️ cond-mat.stat-mech math-phmath.MPphysics.comp-ph
keywords equationsmethodactionstochasticarclengthcomputedifferentialhamilton
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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) 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 noise-induced 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 $\phi^4$-model and the stochastically driven Burgers equation.

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