An optimal control method to compute the most likely transition path for stochastic dynamical systems with jumps

DOI10.1063/5.0093924MaRDI QIDQ6563609zbMATH OpenFDO

Authors Wei Wei, Ting Gao, Xiaoli Chen, Jinqiao Duan

Publication date 27 June 2024

Published in Chaos (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/5.0093924

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Large deviations (60F10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(5)

• A deep learning method for computing mean exit time excited by weak Gaussian noise
• Rare events in a stochastic vegetation-water dynamical system based on machine learning
• Early warning prediction with automatic labelling in epilepsy patients
• Detecting the most probable transition pathway based on optimal control theory
• Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean-Vlasov SDEs and associated particle systems

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