Minimum action method for the study of rare events
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Publication:4739588
DOI10.1002/cpa.20005zbMath1050.60068MaRDI QIDQ4739588
Weiqing Ren, Eric Vanden-Eijnden, E. Weinan
Publication date: 6 August 2004
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.20005
stochastic partial differential equations; Wentzell-Freidlin theory; large deviations; least action principle; Ginzburg-Landau model; minimum action method; applications of spatio-temporal white noise; noise-induced excursions; noisy Brusselator; numerical methods for rare events; preconditioned BFGS method
65C20: Probabilistic models, generic numerical methods in probability and statistics
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60F10: Large deviations
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
60H99: Stochastic analysis
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