Computing the quasipotential for highly dissipative and chaotic SDEs an application to stochastic Lorenz'63

DOI10.2140/camcos.2019.14.207zbMath1451.65164arXiv1809.09987OpenAlexW2997786434WikidataQ126419582 ScholiaQ126419582MaRDI QIDQ2294480

Maria Kourkina Cameron, Shuo Yang

Publication date: 11 February 2020

Published in: Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.09987

zbMATH Keywords

stochastic differential equationLorenz systemordered line integral method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Diffusion processes and stochastic analysis on manifolds (58J65) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Cites Work

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