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arXiv · 1812.11684

Characterization of the Most Probable Transition Paths of Stochastic Dynamical Systems with Stable L\'{e}vy Noise

Yuanfei Huang·Ying Chao·Shenglan Yuan·Jinqiao Duan
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Abstract

This work is devoted to the investigation of the most probable transition path for stochastic dynamical systems driven by either symmetric $\alpha$-stable L\'{e}vy motion ($0<\alpha<1$) or Brownian motion. For stochastic dynamical systems with Brownian motion, minimizing an action functional is a general method to determine the most probable transition path. We have developed a method based on path integrals to obtain the most probable transition path of stochastic dynamical systems with symmetric $\alpha$-stable L\'{e}vy motion or Brownian motion, and the most probable path can be characterized by a deterministic dynamical system.

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Yuanfei Huang, Ying Chao, Shenglan Yuan, Jinqiao Duan. 2018-12-31. Characterization of the Most Probable Transition Paths of Stochastic Dynamical Systems with Stable L\'{e}vy Noise. https://arxiv.org/abs/1812.11684

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