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

DOI10.1063/5.0093924zbMATH Open1540.60157MaRDI QIDQ6563609FDOQ6563609

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

Publication date: 27 June 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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Cited In (1)

• A deep learning method for computing mean exit time excited by weak Gaussian noise

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