A Minimum Action Method for Dynamical Systems with Constant Time Delays
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Publication:5857623
DOI10.1137/20M1349163zbMath1462.65015MaRDI QIDQ5857623
Publication date: 1 April 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
rare eventsstochastic differential equationslarge deviationmesh refinementuncertainty quantificationminimum action method
Large deviations (60F10) Numerical solutions to stochastic differential and integral equations (65C30)
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