Computing large deviation prefactors of stochastic dynamical systems based on machine learning

Autor: Li, Yang, Yuan, Shenglan, Lu, Linghongzhi, Liu, Xianbin
Rok vydání: 2023
Předmět:
Druh dokumentu: Working Paper
Popis: In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to consider next-to-leading-order approximation for more accurate calculation of mean exit time via computing large deviation prefactors with the research efforts of machine learning. More specifically, we design a neural network framework to compute quasipotential, most probable paths and prefactors based on the orthogonal decomposition of vector field. We corroborate the higher effectiveness and accuracy of our algorithm with a practical example. Numerical experiments demonstrate its powerful function in exploring internal mechanism of rare events triggered by weak random fluctuations.
Databáze: arXiv