vix.ing · top · new · best · stats · spec

Geometric Methods for Stochastic Dynamical Systems

2026/07/25 by Jinqiao Duan, Ting Gao, Qiao Huang +1
Mathematics · #math.DS

paper · pdf

arxiv created 2026/07/25 · arxiv updated 2026/07/31

Abstract

Geometric methods are indispensable for analyzing, predicting, and mitigating the complex behaviors inherent in nonlinear systems. In this regime, the most probable transition path minimizes the Onsager-Machlup action functional, marking the likeliest route across an energy barrier. Lifting the analysis from individual sample paths to the infinite-dimensional space of probability densities, the book recasts these transitions as Schrödinger bridges - optimal paths between boundary distributions defined by minimizing relative entropy - and shows that the Onsager-Machlup path emerges as a special case when metastable states are idealized as Dirac masses. Generalizing further through α-divergences, which connect to entropies and the thermodynamic cost of nonequilibrium transitions, it introduces information geodesics as the resulting optimal density paths, offering a unified geometric account of how complex systems move between metastable regimes under uncertainty.

Related