Computes the discrete Freidlin-Wentzell action for a path \(\phi(t)\) represented as a matrix of size \(T \times d\). The continuous action is:
Freidlin_Wentzell_action(phi, drift, dt)Numeric action value.
Matrix of path values of dimension \(T \times d\).
Drift function \(b(x)\) returning a numeric vector.
Time step.
$$ I[\phi] = \frac{1}{2} \int_0^T \lVert \dot{\phi}(t) - b(\phi(t)) \rVert^2 \, dt $$
and the discrete approximation is:
$$ I \approx \frac{1}{2} \sum_{t=1}^{T-1} \lVert (\phi_{t+1} - \phi_t)/dt - b(\phi_t) \rVert^2 \, dt $$