Computing the quasipotential for highly dissipative and chaotic SDEs an application to stochastic Lorenz'63
type: Item
instance of: scholarly article
title: Computing the quasipotential for highly dissipative and chaotic SDEs an application to stochastic Lorenz'63
zbMATH Open document ID: 1451.65164
author: Maria Kourkina Cameron
author: Shuo Yang
published in: Communications in Applied Mathematics and Computational Science
publication date: 2020-02-11T00:00:00Z
full work available at URL: https://arxiv.org/abs/1809.09987
review text: A method based on ordered line integral method is proposed to analyze numerically differential equations resembling the chaotic Lorenz system with stochastic noise. They compute the, so called, quasipotential for the associated stochastic differential equation in order to predict transition times and paths between its metastable states. Such phenomena are of crucial importance for understanding such phenomena as genetic switches in living organisms and magnetization switches of the Earth.
reviewed by: Piotr Biler
Mathematics Subject Classification ID: 65M75
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 58J65
zbMATH DE Number: 7165943
zbMATH Keywords: Lorenz system
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: ordered line integral method
MaRDI profile type: Publication
OpenAlex ID: W2997786434
arXiv ID: 1809.09987
cites work: Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes
cites work: Finding the quasipotential for nongradient SDEs
cites work: Fast two-scale methods for eikonal equations
cites work: SMOLUCHOWSKI–KRAMERS APPROXIMATION AND EXIT PROBLEMS
cites work: Viscosity Solutions of Hamilton-Jacobi Equations
cites work: An ordered line integral method for computing the quasi-potential in the case of variable anisotropic diffusion
cites work: Ordered line integral methods for computing the quasi-potential
cites work: Minimum action method for the study of rare events
cites work: Random Perturbations of Dynamical Systems
cites work: The geometric minimum action method: A least action principle on the space of curves
cites work: A Simple, Direct Proof of Uniqueness for Solutions of the Hamilton-Jacobi Equations of Eikonal Type
cites work: Preturbulence: A regime observed in a fluid flow model of Lorenz
cites work: Deterministic Nonperiodic Flow
cites work: The topological classification of Lorenz attractors
cites work: Ordered upwind methods for static Hamilton–Jacobi equations
cites work: Ordered Upwind Methods for Static Hamilton--Jacobi Equations: Theory and Algorithms
cites work: Using synchronization of chaos to identify the dynamics of unknown systems
cites work: The fractal property of the Lorenz attractor
cites work: Computing the quasipotential for nongradient SDEs in 3D
cites work: Study of noise-induced transitions in the Lorenz system using the minimum action method
Wikidata QID: Q126419582
DOI: 10.2140/CAMCOS.2019.14.207
description: scientific article