An iterative action minimizing method for computing optimal paths in stochastic dynamical systems

DOI10.1016/j.physd.2013.04.001zbMath1286.65011arXiv1210.5153OpenAlexW1992214256MaRDI QIDQ2442484

Ira B. Schwartz, Brandon S. Lindley

Publication date: 3 April 2014

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.5153

zbMATH Keywords

nonlinear oscillatorstwo-point boundary value problemdelay differential equationsHamiltonian systemDuffing equationstochastic dynamical systemsepidemic problemsystems of stochastic differential equationsoptimal pathstransition-path theory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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