CONVERGENCE ANALYSIS OF A FINITE ELEMENT APPROXIMATION OF MINIMUM ACTION METHODS
In this work, we address the convergence of a finite element approximation of the minimizer of the Preidlin-Wentzell (F-W) action functional for nongradient dynamical systems perturbed by small noise. The F-W theory of large deviations is a rigorous mathematical tool to study small-noise-induced tra...
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Veröffentlicht in: | SIAM journal on numerical analysis 2018-01, Vol.56 (3), p.1597-1620 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | In this work, we address the convergence of a finite element approximation of the minimizer of the Preidlin-Wentzell (F-W) action functional for nongradient dynamical systems perturbed by small noise. The F-W theory of large deviations is a rigorous mathematical tool to study small-noise-induced transitions in a dynamical system. The central task in the application of F-W theory of large deviations is to seek the minimizer and minimum of the F-W action functional. We discretize the F-W action functional using linear finite elements and establish the convergence of the approximation through Γ-convergence. |
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ISSN: | 0036-1429 1095-7170 |
DOI: | 10.1137/17M1141679 |