数学
极限(数学)
空格(标点符号)
重整化
数学分析
扩散
时空
扩散过程
比例(比率)
函数方程
数学物理
统计物理学
物理
量子力学
偏微分方程
哲学
语言学
知识管理
化学工程
创新扩散
工程类
计算机科学
作者
Tiejun Li,Xiaoguang Li
摘要
The Onsager--Machlup (OM) and Freidlin--Wentzell (FW) functionals are both widely used in seeking the most probable transition path between two states for a diffusion process. We study the relation between these two functionals on the space of curves. We prove that the $\Gamma$-limit of the OM functional on the space of curves is the geometric form of the FW functional in a proper time scale $T=T(\epsilon)$ as $\epsilon\to 0$. For other time scales, the limit of the OM functional is infinite in general. We then introduce the concept of renormalization for the OM functional and prove that the $\Gamma$-limit of the renormalized OM functional is the geometric FW functional in any time scale on the space of curves.
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