Article
Computing the optimal path in stochastic dynamical systems
Chaos
(2016)
Abstract
In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high- dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensional system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher- dimensional spaces.Â
Disciplines
Publication Date
Fall August 2, 2016
DOI
10.1063/1.4958926
Citation Information
Martha Bauver, Eric Forgoston and Lora Billings. "Computing the optimal path in stochastic dynamical systems" Chaos Vol. 26 Iss. 8 (2016) p. 083101 ISSN: 1089-7682 Available at: http://works.bepress.com/lora-billings/29/