Point cloud discretization of Fokker-planck operators for committor functions

Published

Journal Article

Copyright © by SIAM. Unauthorized reproduction of this article is prohibited. 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.

Full Text

Duke Authors

Cited Authors

  • Lai, R; Lu, J

Published Date

  • January 1, 2018

Published In

Volume / Issue

  • 16 / 2

Start / End Page

  • 710 - 726

Electronic International Standard Serial Number (EISSN)

  • 1540-3467

International Standard Serial Number (ISSN)

  • 1540-3459

Digital Object Identifier (DOI)

  • 10.1137/17M1123018

Citation Source

  • Scopus