Eric Vanden-Eijnden 2026-11-05
Eric Vanden-Eijnden developed the geometric minimum action with Matthias Heymann. The method computes likely transition paths between states exhibiting metastability in weakly noisy dynamical systems. Reformulating the Freidlin--Wentzell action on curves removes an unnecessary dependence on the speed at which a candidate path is traversed, making the free-time optimization more tractable.[ref]
Freidlin--Wentzell action Created 2026-09-24 Updated 2026-11-05
For a concrete nondegenerate small-noise model, let
where is globally Lipschitz, is a constant invertible matrix and the time horizon is finite. The path laws on satisfy a large deviation principle of speed . Their Freidlin--Wentzell action is
for absolutely continuous paths with and finite displayed integral, and otherwise. Thus the initial condition and admissible path class are part of the rate, not optional qualifications.
The action measures the squared control needed to move the deterministic trajectory away from . For zero drift and constant scalar noise coefficient , the least-action path from to in time is the straight line, with cost , by the Cauchy-Schwarz inequality. The noiseless solution has action zero. Neighborhood probabilities have leading exponential cost , in the precise open/closed-set sense of the large deviation principle.
For constant , continuity of the additive-noise solution map under the uniform norm follows from Gronwall's inequality. The Schilder theorem for scaled Brownian motion and the contraction principle for large deviations explain the path-space rate. With state-dependent diffusion, the integrand uses the inverse covariance matrix ; regularity and nondegeneracy assumptions must be checked rather than using an inverse for a singular covariance.[ref]
Geometric minimum action Created 2026-09-24 Updated 2026-11-05
Geometric minimum action removes the time parametrization when minimizing the Freidlin--Wentzell action over both a path and its travel time. With a positive-definite diffusion covariance , write and . For an absolutely continuous curve , the free-time geometric cost is
It is invariant under increasing changes of the curve parameter. This is a free-time cost used in the quasipotential, not a replacement for the action at a prescribed finite arrival time.[ref]
To derive the integrand, set in the time action. Its density becomes
Minimizing over uses and gives the geometric expression. Where both norms are positive, the optimal speed satisfies . At equilibria the infimum may require an infinite travel time, explaining the usefulness of an arc-length-like parameter.
For gradient drift and , an uphill gradient curve has cost , while a downhill deterministic trajectory has zero cost. The factor two corresponds to noise ; changing to changes the action normalization.
Matthias Heymann 2026-11-05
Matthias Heymann coauthored the geometric minimum action with Eric Vanden-Eijnden. Their algorithm minimizes a geometric form of the Freidlin--Wentzell action to calculate rare transition paths and the quasipotential. Examples include a bistable stochastic differential equation and a genetic-switch Markov jump process, showing how one variational principle applies to different stochastic models.[ref]
Quasipotential 2026-11-05
For a small-noise system with Freidlin--Wentzell action , its quasipotential from to is the free-time minimum action
Only admissible paths enter the inner infimum. The optimization over duration is essential: a finite-time action and a quasipotential answer different questions. A minimum need not be attained at a finite duration.[ref]
For , , the action from zero is . Its minimum for endpoint is , obtained by minimizing the squared control driving . Taking gives . This shows how a free-time cost records the difficulty of leaving a stable equilibrium and why the noise normalization affects the numerical coefficient.