On the Hamiltonian structure of large deviations in stochastic hybrid systems
File(s)LDPR2.pdf (607.68 KB)
Accepted version
Author(s)
Bressloff, Paul C
Faugeras, Olivier
Type
Journal Article
Abstract
We present a new derivation of the classical action underlying a large deviation
principle (LDP) for a stochastic hybrid system, which couples a piecewise
deterministic dynamical system in Rd with a time-homogeneous Markov chain on
some discrete space Γ. We assume that the Markov chain on Γ is ergodic, and that
the discrete dynamics is much faster than the piecewise deterministic dynamics
(separation of time-scales). Using the Perron-Frobenius theorem and the calculusof-variations, we show that the resulting action Hamiltonian is given by the Perron
eigenvalue of a |Γ|-dimensional linear equation. The corresponding linear operator
depends on the transition rates of the Markov chain and the nonlinear functions of
the piecewise deterministic system. We compare the Hamiltonian to one derived
using WKB methods, and show that the latter is a reduction of the former. We
also indicate how the analysis can be extended to a multi-scale stochastic process,
in which the continuous dynamics is described by a piecewise stochastic differential
equations (SDE). Finally, we illustrate the theory by considering applications to
conductance-based models of membrane voltage fluctuations in the presence of
stochastic ion channels.
principle (LDP) for a stochastic hybrid system, which couples a piecewise
deterministic dynamical system in Rd with a time-homogeneous Markov chain on
some discrete space Γ. We assume that the Markov chain on Γ is ergodic, and that
the discrete dynamics is much faster than the piecewise deterministic dynamics
(separation of time-scales). Using the Perron-Frobenius theorem and the calculusof-variations, we show that the resulting action Hamiltonian is given by the Perron
eigenvalue of a |Γ|-dimensional linear equation. The corresponding linear operator
depends on the transition rates of the Markov chain and the nonlinear functions of
the piecewise deterministic system. We compare the Hamiltonian to one derived
using WKB methods, and show that the latter is a reduction of the former. We
also indicate how the analysis can be extended to a multi-scale stochastic process,
in which the continuous dynamics is described by a piecewise stochastic differential
equations (SDE). Finally, we illustrate the theory by considering applications to
conductance-based models of membrane voltage fluctuations in the presence of
stochastic ion channels.
Date Issued
2017-03
Date Acceptance
2017-02-24
Citation
Journal of Statistical Mechanics: Theory and Experiment, 2017, 2017 (3)
ISSN
1742-5468
Publisher
IOP Publishing
Journal / Book Title
Journal of Statistical Mechanics: Theory and Experiment
Volume
2017
Issue
3
Copyright Statement
Copyright © 2017 IOP Publishing Ltd. This is an author-created, un-copyedited version of an article published in Journal of Statistical Mechanics: Theory and Experiment. IOP Publishing Ltd is not responsible for any errors or omissions in this version of the manuscript or any version derived from it. The Version of Record is available online at 10.1088/1742-5468/aa64f3
Identifier
http://dx.doi.org/10.1088/1742-5468/aa64f3
Publication Status
Published
Article Number
033206
Date Publish Online
2017-03-23