Scheme-Induced Minimum Action Methods for SPDEs: A Variational Framework for Convergence Analysis
The minimum action method (MAM) is an important numerical tool for computing the most probable transition paths and the leading exponential rates of rare-event probabilities for stochastic systems with small noise. To the best of our knowledge, no rigorous convergence analysis is available for fully discrete MAMs for stochastic partial differential equations (SPDEs). This paper establishes the convergence of the constrained minima of fully discrete scheme-induced action functionals for terminal observations of scalar semilinear SPDEs. A main difficulty is that a consistent discrete approximation of an admissible control generally fails to satisfy the discrete terminal constraint exactly. To overcome this difficulty, we construct an asymptotically negligible correction that restores the constraint, and incorporate this argument into an abstract variational framework. We then propose a criterion that reduces the assumptions of this framework to verifiable conditions involving the continuous and discrete Green functions. Applying this criterion to fully discrete schemes for a stochastic wave equation and a fourth-order parabolic equation, we prove convergence of the constrained minima along arbitrary spatial and temporal refinement sequences, without a mesh-ratio condition.