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)

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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