Computing the quasipotential for nongradient SDEs in 3D

DOI10.1016/j.jcp.2018.12.005OpenAlexW2887253197WikidataQ128757678 ScholiaQ128757678MaRDI QIDQ2169517

Shuo Yang, Samuel F. Potter, Maria Kourkina Cameron

Publication date: 2 September 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.00562

zbMATH Keywords

quasipotentialordered line integral methodDijkstra-like solverhierarchical updateKKT theory

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Hamilton-Jacobi theories (49Lxx)

Related Items (8)

An efficient jet marcher for computing the quasipotential for 2D SDEs. Enhancing accuracy and efficiency of quasipotential solvers ⋮ Parametric Resonance for Enhancing the Rate of Metastable Transition ⋮ Controlling mean exit time of stochastic dynamical systems based on quasipotential and machine learning ⋮ Optimal control for sampling the transition path process and estimating rates ⋮ Dispersion of the prehistory distribution for non-gradient systems ⋮ Ordered line integral methods for solving the eikonal equation ⋮ Computing the quasipotential for highly dissipative and chaotic SDEs an application to stochastic Lorenz'63 ⋮ Jet Marching Methods for Solving the Eikonal Equation

Uses Software

• QPot
• libeikonal

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes
• Fast sweeping method for the factored eikonal equation
• Study of noise-induced transitions in the Lorenz system using the minimum action method
• Ordered line integral methods for computing the quasi-potential
• Hyperbolic periodic orbits in nongradient systems and small-noise-induced metastable transitions
• Finding the quasipotential for nongradient SDEs
• Fast sweeping methods for factored anisotropic eikonal equations: multiplicative and additive factors
• An ordered line integral method for computing the quasi-potential in the case of variable anisotropic diffusion
• Ordered line integral methods for solving the eikonal equation
• Corner cases, singularities, and dynamic factoring
• Fast Two-scale Methods for Eikonal Equations
• Random Perturbations of Dynamical Systems
• The geometric minimum action method: A least action principle on the space of curves
• Viscosity Solutions of Hamilton-Jacobi Equations
• A Simple, Direct Proof of Uniqueness for Solutions of the Hamilton-Jacobi Equations of Eikonal Type
• Fast Marching Methods
• Ordered Upwind Methods for Static Hamilton--Jacobi Equations: Theory and Algorithms
• Ordered upwind methods for static Hamilton–Jacobi equations
• Crossing the quasi-threshold manifold of a noise-driven excitable system
• Computation of minimum action paths of the stochastic nonlinear Schrödinger equation with dissipation
• A fast marching level set method for monotonically advancing fronts.
• On the complex dynamics of savanna landscapes
• An Improved Adaptive Minimum Action Method for the Calculation of Transition Path in Non-Gradient Systems
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• SMOLUCHOWSKI–KRAMERS APPROXIMATION AND EXIT PROBLEMS
• ATLAS: A Geometric Approach to Learning High-Dimensional Stochastic Systems Near Manifolds

This page was built for publication: Computing the quasipotential for nongradient SDEs in 3D