Finding the quasipotential for nongradient SDEs (Q1926270)

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Finding the quasipotential for nongradient SDEs
scientific article

    Statements

    title
    Finding the quasipotential for nongradient SDEs (English)
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    published in
    Physica D
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    publication date
    28 December 2012
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    zbMATH Keywords
    nongradient SEDs
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    quasipotential
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    large deviation theory
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    Hamilton-Jacobi-Bellman equation
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    ordered upwind method
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    update radius
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    Identifiers

    Mathematics Subject Classification ID
    35R60
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    35B41
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    65M15
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    zbMATH DE Number
    6118835
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