Volume 23, Issue 2
An Hp-Adaptive Minimum Action Method Based on a Posteriori Error Estimate

Xiaoliang Wan, Bin Zheng & Guang Lin

Commun. Comput. Phys., 23 (2018), pp. 408-439.

Published online: 2018-02

Preview Full PDF 6 1286
Export citation
  • Abstract

In this work, we develop an hp-adaptivity strategy for the minimum action method (MAM) using a posteriori error estimate. MAM plays an important role in minimizing the Freidlin-Wentzell action functional, which is the central object of the Freidlin-Wentzell theory of large deviations for noise-induced transitions in stochastic dynamical systems. Because of the demanding computation cost, especially in spatially extended systems, numerical efficiency is a critical issue for MAM. Difficulties come from both temporal and spatial discretizations. One severe hurdle for the application of MAM to large scale systems is the global reparametrization in time direction, which is needed in most versions of MAM to achieve accuracy. We recently introduced a new version of MAM in [22], called tMAM, where we used some simple heuristic criteria to demonstrate that tMAM can be effectively coupled with h-adaptivity, i.e., the global reparametrization can be removed. The target of this paper is to integrate hpadaptivity into tMAM using a posteriori error estimation techniques, which provides a general adaptive MAM more suitable for parallel computing. More specifically, we use the zero-Hamiltonian constraint to define an indicator to measure the error induced by linear time scaling, and the derivative recovery technique to construct an error indicator and a regularity indicator for the transition paths approximated by finite elements. Strategies for hp-adaptivity have been developed. Numerical results are presented.

  • Keywords

Large deviation principle, small random perturbations, minimum action method, rare events, uncertainty quantification.

  • AMS Subject Headings

60H35, 65C20, 65N20, 65N30

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address
  • References
  • Hide All
    View All

  • BibTex
  • RIS
  • TXT
@Article{CiCP-23-408, author = {}, title = {An Hp-Adaptive Minimum Action Method Based on a Posteriori Error Estimate}, journal = {Communications in Computational Physics}, year = {2018}, volume = {23}, number = {2}, pages = {408--439}, abstract = {

In this work, we develop an hp-adaptivity strategy for the minimum action method (MAM) using a posteriori error estimate. MAM plays an important role in minimizing the Freidlin-Wentzell action functional, which is the central object of the Freidlin-Wentzell theory of large deviations for noise-induced transitions in stochastic dynamical systems. Because of the demanding computation cost, especially in spatially extended systems, numerical efficiency is a critical issue for MAM. Difficulties come from both temporal and spatial discretizations. One severe hurdle for the application of MAM to large scale systems is the global reparametrization in time direction, which is needed in most versions of MAM to achieve accuracy. We recently introduced a new version of MAM in [22], called tMAM, where we used some simple heuristic criteria to demonstrate that tMAM can be effectively coupled with h-adaptivity, i.e., the global reparametrization can be removed. The target of this paper is to integrate hpadaptivity into tMAM using a posteriori error estimation techniques, which provides a general adaptive MAM more suitable for parallel computing. More specifically, we use the zero-Hamiltonian constraint to define an indicator to measure the error induced by linear time scaling, and the derivative recovery technique to construct an error indicator and a regularity indicator for the transition paths approximated by finite elements. Strategies for hp-adaptivity have been developed. Numerical results are presented.

}, issn = {1991-7120}, doi = {https://doi.org/10.4208/cicp.OA-2017-0025}, url = {http://global-sci.org/intro/article_detail/cicp/10531.html} }
TY - JOUR T1 - An Hp-Adaptive Minimum Action Method Based on a Posteriori Error Estimate JO - Communications in Computational Physics VL - 2 SP - 408 EP - 439 PY - 2018 DA - 2018/02 SN - 23 DO - http://dor.org/10.4208/cicp.OA-2017-0025 UR - https://global-sci.org/intro/cicp/10531.html KW - Large deviation principle, small random perturbations, minimum action method, rare events, uncertainty quantification. AB -

In this work, we develop an hp-adaptivity strategy for the minimum action method (MAM) using a posteriori error estimate. MAM plays an important role in minimizing the Freidlin-Wentzell action functional, which is the central object of the Freidlin-Wentzell theory of large deviations for noise-induced transitions in stochastic dynamical systems. Because of the demanding computation cost, especially in spatially extended systems, numerical efficiency is a critical issue for MAM. Difficulties come from both temporal and spatial discretizations. One severe hurdle for the application of MAM to large scale systems is the global reparametrization in time direction, which is needed in most versions of MAM to achieve accuracy. We recently introduced a new version of MAM in [22], called tMAM, where we used some simple heuristic criteria to demonstrate that tMAM can be effectively coupled with h-adaptivity, i.e., the global reparametrization can be removed. The target of this paper is to integrate hpadaptivity into tMAM using a posteriori error estimation techniques, which provides a general adaptive MAM more suitable for parallel computing. More specifically, we use the zero-Hamiltonian constraint to define an indicator to measure the error induced by linear time scaling, and the derivative recovery technique to construct an error indicator and a regularity indicator for the transition paths approximated by finite elements. Strategies for hp-adaptivity have been developed. Numerical results are presented.

Xiaoliang Wan, Bin Zheng & Guang Lin. (2020). An Hp-Adaptive Minimum Action Method Based on a Posteriori Error Estimate. Communications in Computational Physics. 23 (2). 408-439. doi:10.4208/cicp.OA-2017-0025
Copy to clipboard
The citation has been copied to your clipboard