2013
DOI: 10.1016/j.physd.2013.04.001
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An iterative action minimizing method for computing optimal paths in stochastic dynamical systems

Abstract: We present a numerical method for computing optimal transition pathways and transition rates in systems of stochastic differential equations (SDEs). In particular, we compute the most probable transition path of stochastic equations by minimizing the effective action in a corresponding deterministic Hamiltonian system. The numerical method presented here involves using an iterative scheme for solving a two-point boundary value problem for the Hamiltonian system. We validate our method by applying it to both co… Show more

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Cited by 48 publications
(53 citation statements)
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“…q st0 m and q st 1 m are the two steady-state solutions of interest. Many numerical schemes have been proposed to solve such two-sided first-order equations (21,29,30), and here we use the geometric minimum action method (gMAM) (29) because of its robustness and computational efficiency. From the most probable transition path, we can estimate the transition rate k ∝ exp½−S (31), with the transition action S defined as…”
Section: Theoretical Approaches For Gene Networkmentioning
confidence: 99%
“…q st0 m and q st 1 m are the two steady-state solutions of interest. Many numerical schemes have been proposed to solve such two-sided first-order equations (21,29,30), and here we use the geometric minimum action method (gMAM) (29) because of its robustness and computational efficiency. From the most probable transition path, we can estimate the transition rate k ∝ exp½−S (31), with the transition action S defined as…”
Section: Theoretical Approaches For Gene Networkmentioning
confidence: 99%
“…the numerical solutions of the Hamilton equations, which yield the optimal paths to extinction/switching and the corresponding actions along these paths, were found by using the Iterative Action Minimization Method, see Ref. [26] for further details. Matlab code is available upon request.…”
Section: Sis Hamiltonian For Arbitrary Degree Distributionsmentioning
confidence: 99%
“…Plugging Eqs. (26) and (27) into the action [Eq. (11) in the main text] yields the final result for the mean switching time Here we generalize our results for the spin model in the absence of detailed balance.…”
Section: Finding the Optimal Path And Action In The Spin Modelmentioning
confidence: 99%
“…Although tracking an optimal path as a parameter slowly varies is easier than finding a path without prior information, this remains a complicated, high dimensional problem. Recent work by Lindley and Schwartz has led to improved numerical methods for finding optimal paths [7], and we are working with these researchers to combine our approaches. These ideas will be extended to extinction in adaptive networks, including extinction in the presence of vaccine control strategies [15].…”
Section: Epidemic Extinctionmentioning
confidence: 99%