论文标题
Onsager-Machlup功能及其计算的最小化器的图形限制
The Graph Limit of The Minimizer of The Onsager-Machlup Functional and Its Computation
论文作者
论文摘要
Onsager-Machlup(OM)功能以表征扩散过程的最可能的过渡路径而闻名。但是,当指定的过渡时间$ t $输入无限时,功能不受限制,臭名昭著的问题是臭名昭著的问题。这阻碍了通过最小化OM功能获得的结果的解释。我们就此问题提供了新的观点。在轻度条件下,我们表明,尽管$ t $进入无穷大时,OM功能的最低效果将无限制,但最小化器的顺序确实包含曲线空间上的收敛子序列。该最小化子序列的图形限制是缩写作用函数的极端,该功能通过具有最佳能量的Maupertuis原理与OM功能有关。我们进一步提出了一种攀爬能量的几何最小化算法(EGMA),该算法同时识别过渡路径的最佳能量和图形限制。在罕见事件研究中,该算法成功应用于几个典型示例。还进行了一些有趣的比较与Freidlin-Wentzell动作功能。
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 the specified transition time $T$ goes to infinity. This hinders the interpretation of the results obtained by minimizing the OM functional. We provide a new perspective on this issue. Under mild conditions, we show that although the infimum of the OM functional becomes unbounded when $T$ goes to infinity, the sequence of minimizers does contain convergent subsequences on the space of curves. The graph limit of this minimizing subsequence is an extremal of the abbreviated action functional, which is related to the OM functional via the Maupertuis principle with an optimal energy. We further propose an energy-climbing geometric minimization algorithm (EGMA) which identifies the optimal energy and the graph limit of the transition path simultaneously. This algorithm is successfully applied to several typical examples in rare event studies. Some interesting comparisons with the Freidlin-Wentzell action functional are also made.