Maria K. Cameron

University of Maryland, Department of Mathematics


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OLIM: Ordered Line Integral Methods for Computing the Quasi-potential

Basic 2D (Maria Cameron and Daisy Dahiya, June 2017)

OLIMpackage.zip

The package contains four OLIM methods for computing the quasi-potential in 2D on a regular rectangular mesh:

OLIM_midpoint.c - based on the midpoint quadrature rule;

OLIM_trapezoid.c - basedon the trapezoid quadrature rule;

OLIM_simpson.c - based on Simpson's quadrature rule;

OLIM_righthand.c - based on the righthand rectangle quadrature rule;

as well as two txt input files and README.pdf

A technical description/user guide for the package is given in README.pdf

The methods are described in detail in

Ordered Line Integral Methods for Computing the Quasi-potential, Daisy Dahiya and Maria Cameron, J. Scientific Computing (2017) https://doi.org/10.1007/s10915-017-0590-9 ArXiv: 1706.07509

Variable and Anisotropic diffusion

(Maria Cameron and Daisy Dahiya, April 2018, last updated 08/01/2018)

OLIM4VAD.zip contains

The method is described in

An Ordered Line Integral Method for Computing the Quasi-potential in the case of Variable Anisotropic Diffusion, Daisy Dahiya and Maria Cameron, 2018, Physica D (2018) to appear, https://doi.org/10.1016/j.physd.2018.07.002, arXiv:1806.05321

3D

(Shuo Yang, Samuel Potter, and Maria Cameron, August 2018, UPDATED 06/14/2019)

OLIM3DQpotPackage.zip contains:

The method is described in

Computing the quasipotential for nongradient SDEs in 3D, Shuo Yang, Samuel F. Potter, and Maria K. Cameron, Journal of Computational Physics, 379 (2019) 325-350, https://doi.org/10.1016/j.jcp.2018.12.005 arXiv: 1808.00562

An application to stochastic Lorenz’63

(Maria Cameron and Shuo Yang, September 2018, UPDATED 06/14/2019)

Qpot4Lorenz63.zip