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CONVERGENCE ANALYSIS OF A FINITE ELEMENT APPROXIMATION OF MINIMUM ACTION METHODS.

Authors :
XIAOLIANG WAN
HAIJUN YU
JIAYU ZHAI
Source :
SIAM Journal on Numerical Analysis; 2018, Vol. 56 Issue 3, p1597-1620, 24p
Publication Year :
2018

Abstract

In this work, we address the convergence of a finite element approximation of the minimizer of the Freidlin-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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00361429
Volume :
56
Issue :
3
Database :
Complementary Index
Journal :
SIAM Journal on Numerical Analysis
Publication Type :
Academic Journal
Accession number :
130653871
Full Text :
https://doi.org/10.1137/17M1141679