Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userThe Most Probable Transition Paths of Stochastic Dynamical Systems: Equivalent Description and Characterization
80
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
This work is devoted to show an equivalent description for the most probable transition paths of stochastic dynamical systems with Brownian noise, based on the theory of Markovian bridges. The most probable transition path for a stochastic dynamical system is the minimizer of the Onsager-Machlup action functional, and thus determined by the Euler-Lagrange equation (a second order differential equation with initial-terminal conditions) via a variational principle. After showing that the Onsager-Machlup action functional can be derived from a Markovian bridge process, we first demonstrate that, in some special cases, the most probable transition paths can be determined by first order deterministic differential equations with only a initial condition. Then we show that for general nonlinear stochastic systems with small noise, the most probable transition paths can be well approximated by solving a first order differential equation or an integro differential equation on a certain time interval. Finally, we illustrate our results with several examples.
rate research
Read More
The principle of maximum irreversible is proved to be a consequence of a stochastic order of the paths inside the phase space; indeed, the system evolves on the greatest path in the stochastic order. The result obtained is that, at the stability, the entropy generation is maximum and, this maximum value is consequence of the stochastic order of the paths in the phase space, while, conversely, the stochastic order of the paths in the phase space is a consequence of the maximum of the entropy generation at the stability.
In this paper, the general disagreement of the geometrical lyapunov exponent with lyapunov exponent from tangent dynamics is addressed. It is shown in a quite general way that the vector field of geodesic spread $xi^k_G$ is not equivalent to the tangent dynamics vector $xi^k_T$ if the parameterization is not affine and that results regarding dynamical stability obtained in the geometrical framework can differ qualitatively from those in the tangent dynamics. It is also proved in a general way that in the case of Jacobi metric -frequently used non affine parameterization-, $xi^k_G$ satisfies differential equations which differ from the equations of the tangent dynamics in terms that produce parametric resonance, therefore, positive exponents for systems in stable regimes.
We consider the generic quadratic first integral (QFI) of the form $I=K_{ab}(t,q)dot{q}^{a}dot{q}^{b}+K_{a}(t,q)dot{q}^{a}+K(t,q)$ and require the condition $dI/dt=0$. The latter results in a system of partial differential equations which involve the tensors $K_{ab}(t,q)$, $K_{a}(t,q)$, $K(t,q)$ and the dynamical quantities of the dynamical equations. These equations divide in two sets. The first set involves only geometric quantities of the configuration space and the second set contains the interaction of these quantities with the dynamical fields. A theorem is presented which provides a systematic solution of the system of equations in terms of the collineations of the kinetic metric in the configuration space. This solution being geometric and covariant, applies to higher dimensions and curved spaces. The results are applied to the simple but interesting case of two-dimensional (2d) autonomous conservative Newtonian potentials. It is found that there are two classes of 2d integrable potentials and that superintegrable potentials exist in both classes. We recover most main previous results, which have been obtained by various methods, in a single and systematic way.
We consider systems of local variational problems defining non vanishing cohomolgy classes. In particular, we prove that the conserved current associated with a generalized symmetry, assumed to be also a symmetry of the variation of the corresponding local inverse problem, is variationally equivalent to the variation of the strong Noether current for the corresponding local system of Lagrangians. This current is conserved and a sufficient condition will be identified in order such a current be global.
Separable Hamiltonian systems either in sphero-conical coordinates on a $S^2$ sphere or in elliptic coordinates on a ${mathbb R}^2$ plane are described in an unified way. A back and forth route connecting these Liouville Type I separable systems is unveiled. It is shown how the gnomonic projection and its inverse map allow us to pass from a Liouville Type I separable system with an spherical configuration space to its Liouville Type I partner where the configuration space is a plane and back. Several selected spherical separable systems and their planar cousins are discussed in a classical context.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
