Speaker:

Eric Vanden-Eijnden

Title:

The Minimum Action Method or
How to exploit Freidlin Wentzell theory of Large Deviations to do Computations?

Abstract:

The least-action principle from the Wentzell-Freidlin theory of large deviations is exploited as a numerical tool for finding the optimal pathways by which rare events occur in systems perturbed by a small random noise. Several examples will be discussed: a finite- dimensional system displaying bistability and modeled by a non- gradient stochastic ordinary differential equation; an infinite- dimensional analogue of this system modeled by a stochastic partial differential equation; and an example of a bistable genetic switch modeled by a Markov jump process.