随机微分方程
数学
应用数学
欧拉公式
趋同(经济学)
反向
微分方程
欧拉法
亚稳态
统计物理学
数学分析
物理
量子力学
几何学
经济增长
经济
作者
Xiaoli Chen,Jinqiao Duan,Jianyu Hu,Dongfang Li
标识
DOI:10.1016/j.physd.2022.133559
摘要
Transition phenomena between metastable states play an important role in complex systems due to noisy fluctuations. We introduce the Onsager–Machlup theory and the Freidlin–Wentzell theory to quantify rare events in stochastic differential equations. By the variational principle, the most probable transition pathway is the minimizer of the action functional, which is governed by the Euler–Lagrange equation. In this paper, the physics-informed neural networks (PINNs) are presented to compute the most probable transition pathway through computing the Euler–Lagrange equation. The convergence result for the empirical loss is obtained for the forward problem. Then we investigate the inverse problem to extract the stochastic differential equation from the most probable transition pathway data. Finally, several numerical experiments are presented to verify the effectiveness of our methods.
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