Quasi-potential and drift decomposition in stochastic systems by sparse identification

• URL: http://arxiv.org/abs/2409.06886v1
• Date: Tue, 10 Sep 2024 22:02:15 GMT
• Title: Quasi-potential and drift decomposition in stochastic systems by sparse identification
• Authors: Leonardo Grigorio, Mnerh Alqahtani,
• Abstract summary: The quasi-potential is a key concept in systems as it accounts for the long-term behavior of the dynamics of such systems. This paper combines a sparse learning technique with action minimization methods in order to determine the quasi-potential. We implement the proposed approach in 2- and 3-D systems, covering various types of potential landscapes and attractors.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: The quasi-potential is a key concept in stochastic systems as it accounts for the long-term behavior of the dynamics of such systems. It also allows us to estimate mean exit times from the attractors of the system, and transition rates between states. This is of significance in many applications across various areas such as physics, biology, ecology, and economy. Computation of the quasi-potential is often obtained via a functional minimization problem that can be challenging. This paper combines a sparse learning technique with action minimization methods in order to: (i) Identify the orthogonal decomposition of the deterministic vector field (drift) driving the stochastic dynamics; (ii) Determine the quasi-potential from this decomposition. This decomposition of the drift vector field into its gradient and orthogonal parts is accomplished with the help of a machine learning-based sparse identification technique. Specifically, the so-called sparse identification of non-linear dynamics (SINDy) [1] is applied to the most likely trajectory in a stochastic system (instanton) to learn the orthogonal decomposition of the drift. Consequently, the quasi-potential can be evaluated even at points outside the instanton path, allowing our method to provide the complete quasi-potential landscape from this single trajectory. Additionally, the orthogonal drift component obtained within our framework is important as a correction to the exponential decay of transition rates and exit times. We implemented the proposed approach in 2- and 3-D systems, covering various types of potential landscapes and attractors.

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