Finding the quasipotential for nongradient SDEs
From MaRDI portal
Publication:1926270
DOI10.1016/J.PHYSD.2012.06.005zbMath1253.35229OpenAlexW2151893479MaRDI QIDQ1926270
Publication date: 28 December 2012
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physd.2012.06.005
Hamilton-Jacobi-Bellman equationquasipotentiallarge deviation theoryordered upwind methodupdate radiusnongradient SEDs
Attractors (35B41) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (23)
Noise-induced transition in the Zeldovich–Semenov model with local and global bifurcations ⋮ Singularities of fluctuational paths for an overdamped two-well system driven by white noise ⋮ Perturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field example ⋮ An efficient jet marcher for computing the quasipotential for 2D SDEs. Enhancing accuracy and efficiency of quasipotential solvers ⋮ Importance Sampling for Metastable and Multiscale Dynamical Systems ⋮ Ordered line integral methods for computing the quasi-potential ⋮ Computing the quasipotential for nongradient SDEs in 3D ⋮ Hyperbolic periodic orbits in nongradient systems and small-noise-induced metastable transitions ⋮ A machine learning method for computing quasi-potential of stochastic dynamical systems ⋮ Controlling mean exit time of stochastic dynamical systems based on quasipotential and machine learning ⋮ Computing non-equilibrium trajectories by a deep learning approach ⋮ A dynamical systems approach for most probable escape paths over periodic boundaries ⋮ Optimal control for sampling the transition path process and estimating rates ⋮ Quasi-threshold phenomenon in noise-driven Higgins model ⋮ Noise-induced tipping under periodic forcing: Preferred tipping phase in a non-adiabatic forcing regime ⋮ Dispersion of the prehistory distribution for non-gradient systems ⋮ Noise induced escape in one-population and two-population stochastic neural networks with internal states ⋮ Crossing the quasi-threshold manifold of a noise-driven excitable system ⋮ An ordered line integral method for computing the quasi-potential in the case of variable anisotropic diffusion ⋮ Quasi-potential calculation and minimum action method for limit cycle ⋮ Computing the quasipotential for highly dissipative and chaotic SDEs an application to stochastic Lorenz'63 ⋮ Numerical computation of rare events via large deviation theory ⋮ Investigation on the properties of sine-Wiener noise and its induced escape in the particular limit case D → ∞
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A scaling theory of bifurcations in the symmetric weak-noise escape problem.
- The geometric minimum action method: A least action principle on the space of curves
- Viscosity Solutions of Hamilton-Jacobi Equations
- A Simple, Direct Proof of Uniqueness for Solutions of the Hamilton-Jacobi Equations of Eikonal Type
- Fast Marching Methods
- Ordered Upwind Methods for Static Hamilton--Jacobi Equations: Theory and Algorithms
- Ordered upwind methods for static Hamilton–Jacobi equations
- A fast marching level set method for monotonically advancing fronts.
- SMOLUCHOWSKI–KRAMERS APPROXIMATION AND EXIT PROBLEMS
This page was built for publication: Finding the quasipotential for nongradient SDEs