Skip to main content
Erschienen in:
Buchtitelbild

2015 | OriginalPaper | Buchkapitel

1. Introduction

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In this chapter we introduce the reader to the problem addressed by this monograph. First we explain the main question at hand and its motivation in the context of the Wentzell-Freidlin theory of rare transition paths. We then summarize the main features of our existence theory, and the various approaches used in the literature. Finally, we explain the structure of this monograph and introduce some notation.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Fußnoten
1
The reader with no background in probability theory should not feel discouraged here: No knowledge in that field will be required to understand the results or proofs in this monograph.
 
2
That is, the definition of the dynamics via its drift and noise covariance matrix in the case of an SDE, or via its jump rates in the case of a jump process, cannot explicitly depend on time.
 
3
See, however, [10, Sect. 2.4] for how the optimal time parameterization can be recovered from the minimum action curve γ .
 
4
Note that we may occasionally reuse the letter n of our state space dimension also for other purposes, e.g., as an index for sequences such as \((\gamma _{n})_{n\in \mathbb{N}}\).
 
Literatur
1.
Zurück zum Zitat Arnold, V.I.: Ordinary Differential Equations, 1st edn. Universitext. Springer, Berlin/Heidelberg/New York (1992) Arnold, V.I.: Ordinary Differential Equations, 1st edn. Universitext. Springer, Berlin/Heidelberg/New York (1992)
2.
Zurück zum Zitat Bao, D.D.W., Chern, S.S., Shen, Z.: An Introduction to Riemann-Finsler Geometry. Graduate Texts in Mathematics, vol. 200. Springer, New York (2000) Bao, D.D.W., Chern, S.S., Shen, Z.: An Introduction to Riemann-Finsler Geometry. Graduate Texts in Mathematics, vol. 200. Springer, New York (2000)
3.
Zurück zum Zitat Coddington, E.A., Levinson, N.: Theory of Ordinary Differential Equations. International Series in Pure and Applied Mathematics. McGraw-Hill, New York/Toronto/London (1955)MATH Coddington, E.A., Levinson, N.: Theory of Ordinary Differential Equations. International Series in Pure and Applied Mathematics. McGraw-Hill, New York/Toronto/London (1955)MATH
5.
Zurück zum Zitat Day, M.V., Darden, T.A.: Some regularity results on the Ventcel-Freidlin quasi-potential function. Appl. Math. Optim. 13(1), 259–282 (1985)CrossRefMATHMathSciNet Day, M.V., Darden, T.A.: Some regularity results on the Ventcel-Freidlin quasi-potential function. Appl. Math. Optim. 13(1), 259–282 (1985)CrossRefMATHMathSciNet
6.
Zurück zum Zitat E, W., Ren, W., Vanden-Eijnden, E.: String method for the study of rare events. Phys. Rev. B 66, 052301 (2002) E, W., Ren, W., Vanden-Eijnden, E.: String method for the study of rare events. Phys. Rev. B 66, 052301 (2002)
7.
Zurück zum Zitat E, W., Ren, W., Vanden-Eijnden, E.: Minimum action method for the study of rare events. Commun. Pure Appl. Math. 57(5), 637–656 (2004) E, W., Ren, W., Vanden-Eijnden, E.: Minimum action method for the study of rare events. Commun. Pure Appl. Math. 57(5), 637–656 (2004)
8.
Zurück zum Zitat Freidlin, M.I., Wentzell, A.D.: Random Perturbations of Dynamical Systems. Grundlehren der Mathematischen Wissenschaften, vol. 260, 2nd edn. Springer, New York (1998) Freidlin, M.I., Wentzell, A.D.: Random Perturbations of Dynamical Systems. Grundlehren der Mathematischen Wissenschaften, vol. 260, 2nd edn. Springer, New York (1998)
9.
Zurück zum Zitat Heymann, M.: The geometric minimum action method: A least action principle on the space of curves. Ph.D. thesis, New York University (2007) Heymann, M.: The geometric minimum action method: A least action principle on the space of curves. Ph.D. thesis, New York University (2007)
10.
Zurück zum Zitat Heymann, M., Vanden-Eijnden, E.: The geometric minimum action method: A least action principle on the space of curves. Commun. Pure Appl. Math. 61(8), 1052–1117 (2008)CrossRefMATHMathSciNet Heymann, M., Vanden-Eijnden, E.: The geometric minimum action method: A least action principle on the space of curves. Commun. Pure Appl. Math. 61(8), 1052–1117 (2008)CrossRefMATHMathSciNet
11.
Zurück zum Zitat Heymann, M., Vanden-Eijnden, E.: Pathways of maximum likelihood for rare events in nonequilibrium systems: Application to nucleation in the presence of shear. Phys. Rev. Lett. 100, 140601 (2008)CrossRefMATH Heymann, M., Vanden-Eijnden, E.: Pathways of maximum likelihood for rare events in nonequilibrium systems: Application to nucleation in the presence of shear. Phys. Rev. Lett. 100, 140601 (2008)CrossRefMATH
12.
14.
Zurück zum Zitat Perko, L.: Differential Equations and Dynamical Systems. Texts in Applied Mathematics, vol. 7, 3rd edn. Springer, New York (2001) Perko, L.: Differential Equations and Dynamical Systems. Texts in Applied Mathematics, vol. 7, 3rd edn. Springer, New York (2001)
15.
Zurück zum Zitat Roma, D.M., O’Flanagan, R.A., Ruckenstein, A.E., Sengupta, A.M., Mukhopadhyay, R.: Optimal path to epigenetic switching. Phys. Rev. E 71, 011902 (2005)CrossRef Roma, D.M., O’Flanagan, R.A., Ruckenstein, A.E., Sengupta, A.M., Mukhopadhyay, R.: Optimal path to epigenetic switching. Phys. Rev. E 71, 011902 (2005)CrossRef
16.
Zurück zum Zitat Shwartz, A., Weiss, A.: Large Deviations for Performance Analysis: Queues, Communications, and Computing. Stochastic Modeling Series. Chapman & Hall, London/Glasgow (1995)MATH Shwartz, A., Weiss, A.: Large Deviations for Performance Analysis: Queues, Communications, and Computing. Stochastic Modeling Series. Chapman & Hall, London/Glasgow (1995)MATH
17.
Zurück zum Zitat Simon, B.: Semiclassical analysis of low lying eigenvalues, II. Tunneling. Ann. Math., 2nd Ser. 120(1), 89–118 (1984) Simon, B.: Semiclassical analysis of low lying eigenvalues, II. Tunneling. Ann. Math., 2nd Ser. 120(1), 89–118 (1984)
18.
Zurück zum Zitat Stein, E.M., Shakarchi, R.: Real Analysis: Measure Theory, Integration, and Hilbert Spaces. Princeton Lectures in Analysis. Princeton University Press, Princeton/Oxford (2005) Stein, E.M., Shakarchi, R.: Real Analysis: Measure Theory, Integration, and Hilbert Spaces. Princeton Lectures in Analysis. Princeton University Press, Princeton/Oxford (2005)
19.
Zurück zum Zitat Vanden-Eijnden, E., Heymann, M.: The geometric minimum action method for computing minimum energy paths. J. Chem. Phys. 128(6), 061103 (2008)CrossRef Vanden-Eijnden, E., Heymann, M.: The geometric minimum action method for computing minimum energy paths. J. Chem. Phys. 128(6), 061103 (2008)CrossRef
20.
Zurück zum Zitat Verhulst, F.: Nonlinear Differential Equations and Dynamical Systems, 2nd edn. Springer, Berlin/Heidelberg/New York (2000) Verhulst, F.: Nonlinear Differential Equations and Dynamical Systems, 2nd edn. Springer, Berlin/Heidelberg/New York (2000)
Metadaten
Titel
Introduction
verfasst von
Matthias Heymann
Copyright-Jahr
2015
DOI
https://doi.org/10.1007/978-3-319-17753-3_1