Rigorous validation of stochastic transition paths

Maxime Breden, Christian Kuehn

Research output: Contribution to journalArticlepeer-review

Abstract

Global dynamics in nonlinear stochastic systems is often difficult to analyze rigorously. Yet, many excellent numerical methods exist to approximate these systems. In this work, we propose a method to bridge the gap between computation and analysis by introducing rigorous validated computations for stochastic systems. The first step is to use analytic methods to reduce the stochastic problem to one solvable by a deterministic algorithm and to numerically compute a solution. Then one uses fixed-point arguments, including a combination of analytical and validated numerical estimates, to prove that the computed solution has a true solution in a suitable neighborhood. We demonstrate our approach by computing minimum-energy transition paths via invariant manifolds and heteroclinic connections. We illustrate our method in the context of the classical Müller-Brown test potential.

Original languageEnglish
Pages (from-to)88-129
Number of pages42
JournalJournal des Mathematiques Pures et Appliquees
Volume131
DOIs
Publication statusPublished - 1 Nov 2019
Externally publishedYes

Keywords

  • Fixed-point problem
  • Heteroclinic orbit
  • Invariant manifolds
  • Minimum-energy path
  • Rigorous numerics
  • Stochastic dynamics

Fingerprint

Dive into the research topics of 'Rigorous validation of stochastic transition paths'. Together they form a unique fingerprint.

Cite this