TimeDependentFig2.mov from Numerical path integral calculation of the probability function and exit time: an application to non-gradient drift forces
mediaposted on 13.10.2018 by Fernando Mora, Pierre Coullet, Sergio Rica, Enrique Tirapegui
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Temporal evolution of the normalized probability distribution functions computed by the Path Integral scheme (blue dots) and by the statistics over 20.000 realisations of numerical simulations of the SDE (the orange bar distribution plot) for model (4.1) corresponding to Fig. 1 of main paper. For the numerics dt = 0.25 and the discretisation of the path integral kernel is 400 points over the interval x ∈ [−3, 3].