A numerical scheme for optimal transition paths of stochastic chemical kinetic systems

DOI10.1016/j.jcp.2008.06.010zbMath1207.80027OpenAlexW2125264751MaRDI QIDQ947906

Di Liu

Publication date: 8 October 2008

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2008.06.010

zbMATH Keywords

stochastic processesnumerical methodsconstraint optimizationlarge deviation theorystochastic chemical kinetic systemstransition paths and transition rates

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

Cites Work

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• Nested stochastic simulation algorithms for chemical kinetic systems with multiple time scales
• Strong approximation theorems for density dependent Markov chains
• The geometric minimum action method: A least action principle on the space of curves
• Numerical Optimization
• Minimum action method for the study of rare events
• Large Deviations with Diminishing Rates