A Convergent Discretization Method for Transition Path Theory for Diffusion Processes

DOI10.1137/20M1329354zbMath1457.34095arXiv1907.05799WikidataQ124353289 ScholiaQ124353289MaRDI QIDQ5857920

Tim O. F. Conrad, Han Cheng Lie, Nada Cvetković

Publication date: 8 April 2021

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.05799

zbMATH Keywords

rare events; Monte Carlo methods; ergodic diffusion processes; transition paths

Mathematics Subject Classification ID

65C05: Monte Carlo methods

34F05: Ordinary differential equations and systems with randomness

60G99: Stochastic processes

65D99: Numerical approximation and computational geometry (primarily algorithms)