AMinimumActionMethodwithOptimal Linear Time Scaling
نویسنده
چکیده
In this work, we develop a minimum action method (MAM) with optimal linear time scaling, called tMAM for short. The main idea is to relax the integration time as a functional of the transition path through optimal linear time scaling such that a direct optimization of the integration time is not required. The Feidlin-Wentzell action functional is discretized by finite elements, based on which h-type adaptivity is introduced to tMAM. The adaptive tMAM does not require reparametrization for the transition path. It can be applied to deal with quasi-potential: 1) When the minimal action path is subject to an infinite integration time due to critical points, tMAMwith a uniform mesh converges algebraically at a lower rate than the optimal one. However, the adaptive tMAMcan recover the optimal convergence rate. 2)When theminimal action path is subject to a finite integration time, tMAMwith a uniform mesh converges at the optimal rate since the problem is not singular, and the optimal integration time can be obtained directly from the minimal action path. Numerical experiments have been implemented for both SODE and SPDE examples.
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تاریخ انتشار 2015