Characterization of the most probable transition paths of stochastic dynamical systems with stable Lévy noise. (13th June 2019)

• Record Type: Journal Article
• Authors: Huang, Yuanfei; Chao, Ying; Yuan, Shenglan; Duan, Jinqiao
• Is Part Of: Journal of statistical mechanics. (2019:Jun.)
• Publication Date: 2019-06-13
• Subjects: 9 -- 4 -- 12; Statistical mechanics -- Periodicals; Mechanics -- Statistical methods -- Periodicals; 530.1305
• DOI: 10.1088/1742-5468/ab1ddc
• Languages: English
• ISSNs: 1742-5468

Abstract

Abstract: This work is devoted to the investigation of the most probable transition paths for stochastic dynamical systems with either symmetric -stable Lévy motion 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 either symmetric -stable Lévy motion ( ) or Brownian motion. Furthermore, we have shown that the most probable path can be characterized by a deterministic dynamical system.