Search

We develop a path integral framework for determining most probable paths in 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 $\Gamma-$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., Comment: 38 pages, 9 figures

As Arctic sea ice extent decreases with increasing greenhouse gases, there is a growing interest in whether there could be a bifurcation associated with its loss, and whether there is significant hysteresis associated with that bifurcation. A challenge in answering this question is that the bifurcation behavior of certain Arctic energy balance models have been shown to be sensitive to how ice-albedo feedback is parameterized. We analyze an Arctic energy balance model in the limit as a smoothing parameter associated with ice-albedo feedback tends to zero, which introduces a discontinuity boundary to the dynamical systems model. Our analysis provides a case study where we use the system in this limit to guide the investigation of bifurcation behavior of the original albedo-smoothed system. In this case study, we demonstrate that certain qualitative bifurcation behaviors of the albedo-smoothed system can have counterparts in the limit with no albedo smoothing. We use this perspective to systematically explore the parameter space of the model. For example, we uncover parameter sets for which the largest transition, with increasing greenhouse gases, is from a perennially ice-covered Arctic to a seasonally ice-free state, an unusual bifurcation scenario that persists even when albedo-smoothing is reintroduced. This analysis provides an alternative perspective on how parameters of the model affect bifurcation behavior. We expect our approach, which exploits the width of repelling sliding intervals for understanding the hysteresis loops, would carry over to other positive feedback systems with a similar natural piecewise-smooth limit, and when the feedback strength is likewise modulated with seasons or other periodic forcing., Comment: 29 pages, 12 figures, 2 tables

Models such as those involving abrupt changes in the Earth's reflectivity due to ice melt and formation often use nonlinear terms (e.g., hyperbolic tangent) to model the transition between two states. For various reasons, these models are often approximated by "simplified" discontinuous piecewise-linear systems that are obtained by letting the length of the transition region limit to zero. The smooth versions of these models may exhibit equilibrium solutions that are destroyed as parameter changes transition the models from smooth to nonsmooth. Using one such model as motivation, we explore the persistence of local behavior around saddle equilibria under these transitions. We find sufficient conditions under which smooth models with saddle equilibria can become nonsmooth models with "zombie saddle" behavior, and analogues of stable and unstable manifolds persist.