Arclength Parametrized Hamilton's Equations for the Calculation of Instantons

DOI10.1137/130939158zbMath1348.60084arXiv1309.5175OpenAlexW2051044983WikidataQ62570026 ScholiaQ62570026MaRDI QIDQ5250344

Tobias Grafke, Tobias Schäfer, Rainer Grauer, Eric Vanden-Eijnden

Publication date: 19 May 2015

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.5175

zbMATH Keywords

minimizersstochastic differential equationsinstantonsHamilton equationsstochastic Burgers equationaction functionalsarclength parametrizationFreidlin-Wentzell action

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Statistical turbulence modeling (76F55) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Existence of optimal solutions to problems involving randomness (49J55)

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Cites Work

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• Stochastic methods. A handbook for the natural and social sciences
• Invariant measures of stochastic partial differential equations and conditioned diffusions
• Viscous Instanton for Burgers' Turbulence
• The geometric minimum action method: A least action principle on the space of curves
• Large fluctuations for a nonlinear heat equation with noise
• Minimum action method for the study of rare events
• Instanton filtering for the stochastic Burgers equation
• Large deviations

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