Source codes for: Computing the quasipotential for nongradient SDEs in 3D

Published: 31 March 2020| Version 1 | DOI: 10.17632/4g78h7yrh2.1
Contributor:
Maria Cameron

Description

The provided package contains two C source files implementing the ordered line integral method with the midpoint quadrature rule for computing the quasipotential for nongradient SDEs in 3D on regular rectangular meshes, a MATLAB code for visualization, and a user guide for these codes: olim3D.c, a C source code, the version without local factoring, olim3DLFac.c, a C source code, the version with local factoring, olim3Dvisualize.m, a MATLAB script visualizing the quasipotential and the MAP, README.pdf, a user guide.

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Numerical Algorithm

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