Symmetries and zero modes in sample path large deviations

Abstract

Sharp large deviation estimates for stochastic differential equations with small noise, based on minimizing the Freidlin-Wentzell action functional under appropriate boundary conditions, can be obtained by integrating certain matrix Riccati differential equations along the large deviation minimizers or instantons, either forward or backward in time. Previous works in this direction often rely on the existence of isolated minimizers with positive definite second variation. By adopting techniques from field theory and explicitly evaluating the large deviation prefactors as functional determinant ratios using Forman's theorem, we extend the approach to general systems where degenerate submanifolds of minimizers exist. The key technique for this is a boundary-type regularization of the second variation operator. This extension is particularly relevant if the system possesses continuous symmetries that are broken by the instantons. We find that removing the vanishing eigenvalues associated with the zero modes is possible within the Riccati formulation and amounts to modifying the initial or final conditions and evaluation of the Riccati matrices. We apply our results in multiple examples including a dynamical phase transition for the average surface height in short-time large deviations of the one-dimensional Kardar-Parisi-Zhang equation with flat initial profile.

arXiv comment46 pages, 7 figures

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• Evaluation of transition rates from nonequilibrium instantons
• Scalable Methods for Computing Sharp Extreme Event Probabilities in Infinite-Dimensional Stochastic Systems
• KPZ fluctuations in finite volume
• Short-time large deviations of the spatially averaged height of a KPZ interface on a ring
• Nonequilibrium steady state of Brownian motion in an intermittent potential
• Instantons, fluctuations and singularities in the supercritical stochastic nonlinear Schroedinger equation
• Systematic analysis of critical exponents in continuous dynamical phase transitions of weak noise theories
• Full distribution of the ground-state energy of potentials with weak disorder
• Synthetic Turbulence via an Instanton Gas Approximation