Computing probability density of the first passage time for state transition in stochastic dynamical systems driven by Brownian motions: a singular integral method

DOI10.1063/5.0180511MaRDI QIDQ6543702zbMATH OpenFDO

Authors Xu Sun, Fang Yang, Thomas W. Sun

Publication date 25 May 2024

Published in Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Bifurcations and instability for nonlinear problems in mechanics (70K50)

Cites work

• A guide to first-passage processes
• Elements of nonequilibrium statistical mechanics
• Higher-order implicit strong numerical schemes for stochastic differential equations
• On the abrupt change of the maximum likelihood state in a simplified stochastic thermohaline circulation system
• The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
• The influences of correlated spatially random perturbations on first passage time in a linear-cubic potential
• The tipping times in an arctic sea ice system under influence of extreme events

This page was built for publication: Computing probability density of the first passage time for state transition in stochastic dynamical systems driven by Brownian motions: a singular integral method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6543702)