Stochastic path power and the Laplace transform

• Published in: Journal of physics. A, Mathematical and theoretical Mathematical and theoretical, 2024-04, Vol.57 (17), p.175002
• Main Authors: Fitzgerald, S P, Honour, T J W
• Format: Article
• Language: English
• Subjects: non-equilibrium dynamics; path integrals; stochastic processes
• ISSN: 1751-8113; 1751-8121
• DOI: 10.1088/1751-8121/ad3ab3

Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Approximately evaluating this integral by the saddle point method in the weak-noise limit leads to a remarkable mapping between dominant stochastic paths through the potential V and conservative, Hamiltonian mechanics with an effective potential − | ∇ V | 2 . The conserved ‘energy’ in this effective system has dimensions of power. We show that this power, H , can be identified with the Laplace parameter of the time-transformed dynamics. As H  → 0, corresponding to the long-time limit, the equilibrium Boltzmann density is recovered. However, keeping H finite leads to insights into the non-equilibrium behaviour of the system. Moreover, it facilitates the explicit summation over families of trajectories, which is far harder in the time domain, and turns out to be essential for making contact with the long-time limit in some cases. We illustrate the validity of these results using simple examples that can be explicitly solved by other means.