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
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
- 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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item