Computing the quasipotential for highly dissipative and chaotic SDEs an application to stochastic Lorenz'63 (Q2294480)
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English | Computing the quasipotential for highly dissipative and chaotic SDEs an application to stochastic Lorenz'63 |
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Computing the quasipotential for highly dissipative and chaotic SDEs an application to stochastic Lorenz'63 (English)
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11 February 2020
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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.
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Lorenz system
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stochastic differential equation
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ordered line integral method
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