Most probable transition paths in piecewise-smooth stochastic differential equations

Abstract

We develop a path integral framework for determining most probable paths for a class of systems of stochastic differential equations with piecewise-smooth drift and additive noise. This approach extends the Freidlin–Wentzell theory of large deviations to cases where the system is piecewise-smooth and may be non-autonomous. In particular, we consider an n-dimensional system with a switching manifold in the drift that forms an (n−1)−dimensional hyperplane and investigate noise-induced transitions between metastable states on either side of the switching manifold. To do this, we mollify the drift and use Γ−convergence to derive an appropriate rate functional for the system in the piecewise-smooth limit. The resulting functional consists of the standard Freidlin–Wentzell rate functional, with an additional contribution due to times when the most probable path slides in a crossing region of the switching manifold. We explore implications of the derived functional through two case studies, which exhibit notable phenomena such as non-unique most probable paths and noise-induced sliding in a crossing region.