Title of article :
An adaptive high-order minimum action method
Author/Authors :
Wan ، نويسنده , , Xiaoliang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Pages :
14
From page :
8669
To page :
8682
Abstract :
In this work, we present an adaptive high-order minimum action method for dynamical systems perturbed by small noise. We use the hp finite element method to approximate the minimal action path and nonlinear conjugate gradient method to solve the optimization problem given by the Freidlin–Wentzell least action principle. The gradient of the discrete action functional is obtained through the functional derivative and the moving mesh technique is employed to enhance the approximation accuracy. Numerical examples are given to demonstrate the efficiency and accuracy of the proposed numerical method.
Keywords :
rare events , spectral elements , Random perturbation , dynamical system , White noise , Minimum action method
Journal title :
Journal of Computational Physics
Serial Year :
2011
Journal title :
Journal of Computational Physics
Record number :
1483970
Link To Document :
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