Point cloud discretization of Fokker-Planck operators for committor functions

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Date

2017-04-23

Authors

Lai, R
Lu, J

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Abstract

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.

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Subjects

math.NA, math.NA, physics.chem-ph, 65N99, 65D25, 60H10, 82C35

Citation

Scholars@Duke

Lu

Jianfeng Lu

James B. Duke Distinguished Professor of Mathematics

Jianfeng Lu is an applied mathematician interested in mathematical analysis and algorithm development for problems from computational physics, theoretical chemistry, materials science, machine learning, and other related fields.

More specifically, his current research focuses include:
High dimensional PDEs; generative models and sampling methods; control and reinforcement learning; electronic structure and many body problems; quantum molecular dynamics; multiscale modeling and analysis.


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