Effects of Small Noise on Conservation Laws: Algorithms and Applications
Abstract
In this project, stochastic problems are formulated under the assumption of small noise, where the focus will be on the capture of the fundamental change from deterministic dynamics to stochastic/random dynamics. The starting point is the large deviation principle in probability theory, which gives the asymptotics of the desired small probability through the min- imizer of a deterministic optimization problem.
Document Details
- Document Type
- DoD Grant Award
- Publication Date
- Mar 23, 2016
- Source ID
- FA95501510051
Entities
People
- Xiaoliang Wan
Organizations
- Air Force Office of Scientific Research
- Louisiana State University System
- United States Air Force