An efficient jet marcher for computing the quasipotential for 2D SDEs. Enhancing accuracy and efficiency of quasipotential solvers

DOI10.1007/s10915-022-01807-wzbMath1491.60106arXiv2109.03424OpenAlexW3198134384MaRDI QIDQ2144963

Maria Kourkina Cameron, N. Paskal

Publication date: 17 June 2022

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.03424

zbMATH Keywords

Hermite interpolationquasipotentialsemi-Lagrangianminimum action pathDijkstra-likeMaier-SteinMirebeau's stencilWKB prefactor

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical methods for partial differential equations, boundary value problems (65N99)

Related Items (4)

EfficientJetMarcher ⋮ Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations ⋮ Numerical geometric acoustics: an eikonal-based approach for modeling sound propagation in 3D environments ⋮ Optimal control for sampling the transition path process and estimating rates

Uses Software

• GitHub
• libeikonal

Cites Work

• Unnamed Item
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