A new simplified ordered upwind method for calculating quasi-potential

作     者：Qing Yu Xianbin Liu 虞晴;刘先斌

作者机构：State Key Laboratory of Mechanics and Control for Mechanical StructuresCollege of Aerospace EngineeringNanjing University of Aeronautics and AstronauticsNanjing 210016China 

出 版 物：《Chinese Physics B》 (中国物理B（英文版）)

年 卷 期：2022年第31卷第1期

页      面：179-186页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0805[工学-材料科学与工程（可授工学、理学学位）] 0714[理学-统计学（可授理学、经济学学位）] 0704[理学-天文学] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：the National Natural Science Foundation of China(Grant Nos.11772149 and 12172167) the Project Funded by the Priority Academic Program Development of Jiangsu Higher Education Institutions(PAPD) the Research Fund of State Key Laboratory of Mechanics and Control of Mechanical Structures(Grant No.MCMS-I19G01) 

主　　题：quasi-potential ordered upwind algorithm minimum action path isotropic diffusion and anisotropic diffusion 

摘      要：We present a new method for calculation of quasi-potential,which is a key concept in the large deviation *** method adopts theorderedidea in the ordered upwind algorithm and different from the finite difference upwind scheme,the first-order line integral is used as its update *** sufficient accuracy,the new simplified method can greatly speed up the computational *** the quasi-potential has been computed,the minimum action path(MAP)can also be *** the MAP is of concern in most stochastic situations,the effectiveness of this new method is checked by analyzing the accuracy of the *** cases of isotropic diffusion and anisotropic diffusion are *** is found that this new method can both effectively compute the MAPs for systems with isotropic diffusion and reduce the computational *** anisotropy will affect the accuracy of the computed MAP.