Stochastic action for tubes: Connecting path probabilities to measurement

TL;DR

This paper links the probability of diffusive trajectories remaining within a finite tube to measurable exit rates, deriving an observable stochastic action functional that accounts for fluctuations around paths, bridging theory and experiment.

Contribution

It introduces a method to measure path probabilities via tube exit rates and derives the Onsager-Machlup action as a physical observable, including finite-radius corrections.

Findings

Tube exit rates match theoretical predictions from the Fokker-Planck equation.

The Onsager-Machlup action is confirmed as a measurable quantity.

Finite-radius corrections quantify fluctuations around paths.

Abstract

The trajectories of diffusion processes are continuous but non-differentiable, and each occurs with vanishing probability. This introduces a gap between theory, where path probabilities are used in many contexts, and experiment, where only events with non-zero probability are measurable. Here we bridge this gap by considering the probability of diffusive trajectories to remain within a tube of small but finite radius around a smooth path. This probability can be measured in experiment, via the rate at which trajectories exit the tube for the first time, thereby establishing a link between path probabilities and physical observables. Considering $N$-dimensional overdamped Langevin dynamics, we show that the tube probability can be obtained theoretically from the solution of the Fokker-Planck equation. Expressing the resulting exit rate as a functional of the path and ordering it as a power series in the tube radius, we identify the zeroth-order term as the Onsager-Machlup stochastic action, thereby elevating it from a mathematical construct to a physical observable. The higher-order terms reveal, for the first time, the form of the finite-radius contributions which account for fluctuations around the path. To demonstrate the experimental relevance of this action functional for tubes, we numerically sample trajectories of Brownian motion in a double-well potential, compute their exit rate, and show an excellent agreement with our analytical results. Our work shows that smooth tubes are surrogates for non-differentiable diffusive trajectories, and provide a direct way of comparing theoretical results on single trajectories, such as path-wise definitions of irreversibility, to measurement.