OpenAlex | Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise

Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise

Work

Year: 2023

Type: article

Abstract: Freidlin‐Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem. The approach ... more

Source: Communications on Pure and Applied Mathematics

Authors Tobias Grafke, Tobias Schäfer, Eric Vanden‐Eijnden

Institutions University of Warwick, College of Staten Island, The Graduate Center, CUNY, Courant Institute of Mathematical Sciences, New York University

Cites: 62

Cited by: 8

Related to: 10

FWCI: 1.124

Citation percentile (by year/subfield): 99.98

Topic: stochastic dynamics and bifurcation

Subfield: Statistical and Nonlinear Physics

Field: Physics and Astronomy

Domain: Physical Sciences

Open Access status: green

Funders National Science Foundation, National Science Foundation, National Science Foundation, Engineering and Physical Sciences Research Council, Engineering and Physical Sciences Research Council

Grant IDS DMS‐2012548, DMS‐1522737, DMS‐1522767, EP/V013319/1, EP/T011866/1