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arXiv · 2501.05215

Transition pathways for a class of degenerate stochastic dynamical systems with L\'evy noise

Ying Chao·Pingyuan Wei
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Abstract

This work is devoted to deriving the Onsager--Machlup function for a class of degenerate stochastic dynamical systems with (non-Gaussian) L\'{e}vy noise as well as Brownian noise. This is obtained based on the Girsanov transformation and then by a path representation. Moreover, this Onsager--Machlup function may be regarded as a Lagrangian giving the most probable transition pathways. The Hamilton--Pontryagin principle is essential to handle such a variational problem in degenerate case. Finally, a kinetic Langevin system in which noise is degenerate is specifically investigated analytically and numerically.

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Ying Chao, Pingyuan Wei. 2025-01-09. Transition pathways for a class of degenerate stochastic dynamical systems with L\'evy noise. https://arxiv.org/abs/2501.05215

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