Point cloud discretization of Fokker-planck operators for committor functions

The committor functions provide useful information to the understanding of transitions of a stochastic system between disjoint regions in phase space. In this work, we develop a point cloud discretization for Fokker-Planck operators to numerically calculate the committor function, with the assumption that the transition occurs on an intrinsically low dimensional manifold in the ambient potentially high dimensional configurational space of the stochastic system. Numerical examples on model systems validate the effectiveness of the proposed method.

Duke Scholars

Author Jianfeng Lu Mathematics