An adaptive high-order minimum action method

Document Type

Article

Publication Date

1-1-2011

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. © 2011 Elsevier Inc.

Publication Source (Journal or Book title)

Journal of Computational Physics

First Page

8669

Last Page

8682

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