Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises

Wang, Xiao; Duan, Jinqiao; Li, Xiaofan; Luan, Yuanchao

doi:10.1016/j.amc.2015.01.117

Title: Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises

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Authors:: Wang, Xiao; Duan, Jinqiao; Li, Xiaofan; Luan, Yuanchao

Publication Date:: Fri May 01 00:00:00 EDT 2015

Sponsoring Org.:: USDOE

OSTI Identifier:: 1702495

Grant/Contract Number:: 8J-00021-0028A

Resource Type:: Publisher's Accepted Manuscript

Journal Name:: Applied Mathematics and Computation

Additional Journal Information:: Journal Name: Applied Mathematics and Computation Journal Volume: 258 Journal Issue: C; Journal ID: ISSN 0096-3003

Publisher:: Elsevier

Country of Publication:: United States

Language:: English

Citation Formats


                    Wang, Xiao, Duan, Jinqiao, Li, Xiaofan, and Luan, Yuanchao. Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises.  United States: N. p., 2015. 
Web.  doi:10.1016/j.amc.2015.01.117.

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                    Wang, Xiao, Duan, Jinqiao, Li, Xiaofan, & Luan, Yuanchao. Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises.  United States.  https://doi.org/10.1016/j.amc.2015.01.117

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                    Wang, Xiao, Duan, Jinqiao, Li, Xiaofan, and Luan, Yuanchao. Fri .  
"Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises".  United States.  https://doi.org/10.1016/j.amc.2015.01.117.

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@article{osti_1702495,

  title        = {Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises},

  author       = {Wang, Xiao and Duan, Jinqiao and Li, Xiaofan and Luan, Yuanchao},

  abstractNote = {},

  doi          = {10.1016/j.amc.2015.01.117},

  journal      = {Applied Mathematics and Computation},

  number       = C,

  volume       = 258,

  place        = {United States},

  year         = {Fri May 01 00:00:00 EDT 2015},

  month        = {Fri May 01 00:00:00 EDT 2015}

}

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