- Journal Home
- Volume 36 - 2024
- Volume 35 - 2024
- Volume 34 - 2023
- Volume 33 - 2023
- Volume 32 - 2022
- Volume 31 - 2022
- Volume 30 - 2021
- Volume 29 - 2021
- Volume 28 - 2020
- Volume 27 - 2020
- Volume 26 - 2019
- Volume 25 - 2019
- Volume 24 - 2018
- Volume 23 - 2018
- Volume 22 - 2017
- Volume 21 - 2017
- Volume 20 - 2016
- Volume 19 - 2016
- Volume 18 - 2015
- Volume 17 - 2015
- Volume 16 - 2014
- Volume 15 - 2014
- Volume 14 - 2013
- Volume 13 - 2013
- Volume 12 - 2012
- Volume 11 - 2012
- Volume 10 - 2011
- Volume 9 - 2011
- Volume 8 - 2010
- Volume 7 - 2010
- Volume 6 - 2009
- Volume 5 - 2009
- Volume 4 - 2008
- Volume 3 - 2008
- Volume 2 - 2007
- Volume 1 - 2006
Commun. Comput. Phys., 18 (2015), pp. 1352-1379.
Published online: 2018-04
Cited by
- BibTex
- RIS
- TXT
In this work, we develop a minimum action method (MAM) with optimal linear time scaling, called tMAM for short. The main idea is to relax the integration time as a functional of the transition path through optimal linear time scaling such that a direct optimization of the integration time is not required. The Feidlin-Wentzell action functional is discretized by finite elements, based on which h-type adaptivity is introduced to tMAM. The adaptive tMAM does not require reparametrization for the transition path. It can be applied to dealing with quasi-potential: 1) When the minimal action path is subject to an infinite integration time due to critical points, tMAM with a uniform mesh converges algebraically at a lower rate than the optimal one. However, the adaptive tMAM can recover the optimal convergence rate. 2) When the minimal action path is subject to a finite integration time, tMAM with a uniform mesh converges at the optimal rate since the problem is not singular, and the optimal integration time can be obtained directly from the minimal action path. Numerical experiments have been implemented for both SODE and SPDE examples.
}, issn = {1991-7120}, doi = {https://doi.org/10.4208/cicp.030614.180315a}, url = {http://global-sci.org/intro/article_detail/cicp/11072.html} }In this work, we develop a minimum action method (MAM) with optimal linear time scaling, called tMAM for short. The main idea is to relax the integration time as a functional of the transition path through optimal linear time scaling such that a direct optimization of the integration time is not required. The Feidlin-Wentzell action functional is discretized by finite elements, based on which h-type adaptivity is introduced to tMAM. The adaptive tMAM does not require reparametrization for the transition path. It can be applied to dealing with quasi-potential: 1) When the minimal action path is subject to an infinite integration time due to critical points, tMAM with a uniform mesh converges algebraically at a lower rate than the optimal one. However, the adaptive tMAM can recover the optimal convergence rate. 2) When the minimal action path is subject to a finite integration time, tMAM with a uniform mesh converges at the optimal rate since the problem is not singular, and the optimal integration time can be obtained directly from the minimal action path. Numerical experiments have been implemented for both SODE and SPDE examples.