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arXiv 2202.07348cond-mat.stat-mech
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具有反常标度的大偏差的噪声校正

Noise correction of large deviations with anomalous scaling

Daniel Nickelsen, Hugo Touchette

摘要:

我们提出了一个路径积分计算的概率分布与时间积分矩的Ornstein-Uhlenbeck过程,其中包括高斯前因子除了占主导地位的路径或瞬子项中获得的低噪声限制。瞬子项是最近得到的[D. Nickelsen,H. Touchette,Phys. Rev. Lett. 121,090602(2018)],并表明时间积分矩的大偏差是异常的,因为它们的分布的对数与积分时间呈非线性关系。高斯前因子对低噪声近似进行了修正,并使我们定义了一个瞬子方差,从而对如何在时间上产生异常大偏差提供了一些见解。的结果进行了比较与模拟的基础上的重要性抽样,扩展我们以前的结果的基础上直接蒙特卡罗模拟。最后,我们解释了为什么大偏差理论的许多标准分析和数值方法在异常大偏差的情况下失败。

英文摘要:

We present a path integral calculation of the probability distribution associated with the time-integrated moments of the Ornstein-Uhlenbeck process that includes the Gaussian prefactor in addition to the dominant path or instanton term obtained in the low-noise limit. The instanton term was obtained recently [D. Nickelsen, H. Touchette, Phys. Rev. Lett. 121, 090602 (2018)] and shows that the large deviations of the time-integrated moments are anomalous in the sense that the logarithm of their distribution scales nonlinearly with the integration time. The Gaussian prefactor gives a correction to the low-noise approximation and leads us to define an instanton variance giving some insights as to how anomalous large deviations are created in time. The results are compared with simulations based on importance sampling, extending our previous results based on direct Monte Carlo simulations. We conclude by explaining why many of the standard analytical and numerical methods of large deviation theory fail in the case of anomalous large deviations.

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