Arclength parametrized Hamilton's equations for the calculation of instantons

Abstract

A method is presented to compute minimizers (instantons) of action functionals using arclength parametrization of Hamilton's equations. This method can be interpreted as a local variant of the geometric minimum action method introduced to compute minimizers of the Freidlin--Wentzell action functional that arises in the context of large deviation theory for stochastic differential equations. The method is particularly well suited to calculate expectations dominated by noise-induced excursions from deterministically stable fixpoints. Its simplicity and computational efficiency are illustrated here using several examples: a finite-dimensional stochastic dynamical system (an Ornstein--Uhlenbeck model) and two models based on stochastic partial differential equations: the $\phi^4$-model and the stochastically driven Burgers equation