Journal of Physics A Mathematical and Theoretical · 2013 · 41 citations · 16 references
EngineeringPhysicsComputational PhysicsDynamical SystemsStochastic ProcessesDirect Numerical SimulationMarkov ProcessesSimulation MethodsStochastic Differential EquationsTime IntegrationInstanton SolutionsInstanton TheoryNumerical Methods For Stochastic Differential Equations
We address the question whether one can identify instantons in direct numerical simulations of the stochastically driven Burgers equation. For this purpose, we first solve the instanton equations using the Chernykh-Stepanov method [Phys. Rev. E 64, 026306 (2001)]. These results are then compared to direct numerical simulations by introducing a filtering technique to extract prescribed rare events from massive data sets of realizations. Using this approach we can extract the entire time history of the instanton evolution which allows us to identify the different phases predicted by the direct method of Chernykh and Stepanov with remarkable agreement.
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Updating quasi-Newton matrices with limited storage
Jorge Nocedal · Mathematics of Computation · 1980 · 2.7K citations · Full text