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 -model and the stochastically driven Burgers equation.

生成讲解博客的中文版本

生成AI智能校验的中文版本