An Efficient Jet Marcher for Computing the Quasipotential for 2D SDEs

Quasipotentials for coupled escape problems and the gate-height bifurcation

“…We also leave for future work investigation of networks of more than three coupled nodes. Note that the quasipotential computation methods [20] used here have been extended to stochastic hybrid systems [34] and to 3D phase spaces in [22,26]. Explicit computation of the QP in higher-dimensional phase spaces is however challenging-for this reason other methods such as adaptive multilevel splitting [35] have been developed to give estimates for large deviation and escape properties in cases where the QP is inaccessible.…”

“…More recently, this has been improved for 2D phase spaces in [20] and we use the latter method. These methods have also been extended to 3D phase spaces in [22,26] and for anisotropic noise in [12]. We refer to these papers for more discussion of the algorithms and numerical errors which depend on grid spacing.…”

Numerical Geometric Acoustics: An Eikonal-Based Approach for Modeling Sound Propagation in 3d Environments

“…To ensure locality, Hermite interpolation is used over cells and for the discretizations used for the local updates. The JMM was later applied to compute the quasipotential, an important function in the theory of large deviations [32].…”