所属单位：航空学院
发表刊物：PHYSICS LETTERS A
关键字：Large deviation Exit location distribution Monte Carlo simulation
摘要：The exit problem in the framework of the large deviation theory has been a hot topic in the past few decades. The most probable escape path in the weak-noise limit has been clarified by the Freidlin-Wentzell action functional. However, noise in real physical systems cannot be arbitrarily small while noise with finite strength may induce nontrivial phenomena, such as noise-induced shift and noise-induced saddle-point avoidance. Traditional Monte Carlo simulation of noise-induced escape will take exponentially large time as noise approaches zero. The majority of the time is wasted on the uninteresting wandering around the attractors. In this paper, a new method is proposed to decrease the escape simulation time by an exponentially large factor by introducing a series of interfaces and by applying the reinjection on them. This method can be used to calculate the exit location distribution. It is verified by examining two classical examples and is compared with theoretical predictions. The results show that the method performs well for weak noise while may induce certain deviations for large noise. Finally, some possible ways to improve our method are discussed. (C) 2018 Published by Elsevier B.V.
ISSN号：0375-9601
是否译文：否
发表时间：2018-03-23
合写作者：Zhu, Jinjie,陈朕
通讯作者：刘先斌
发表时间：2018-03-23