Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
520522 | Journal of Computational Physics | 2011 | 14 Pages |
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science Applications
Authors
Xiaoliang Wan,