Talks and Poster Presentations (without Proceedings-Entry):
Ch. Kuehn:
"Deterministic Numerical Continuation for Stochastic Dynamical Systems";
Talk: SIAM Conference on Applications of Dynamical Systems,
Snowbird / Salt Lake City, USA (invited);
2013-05-21.
English abstract:
Continuation methods for deterministic dynamical systems have been one of the most successful numerical tools in applied dynamical systems theory. We show how to extend these ideas to metastable equilibrium points of stochastic differential equations by combining results from probability, dynamical systems, numerical analysis, optimization and control theory. The algorithm naturally augments classical deterministic continuation and provides ellipsoidal confidence neighborhoods and distances between.
Created from the Publication Database of the Vienna University of Technology.