OLIM: Ordered Line Integral Methods for Computing the Quasi-potential

Basic 2D (Maria Cameron and Daisy Dahiya, June 2017)


The package contains four OLIM methods for computing the quasi-potential in 2D on a regular rectangular mesh:

OLIM_midpoint.c — based on the midpoint quadrature rule;

OLIM_trapezoid.c — based on the trapezoid quadrature rule;

OLIM_simpson.c — based on Simpson’s quadrature rule;

OLIM_righthand.c — based on the righthand rectangle quadrature rule;

as well as two txt input files and README.pdf.

A technical description/user guide for the package is given in README.pdf 

The methods are described in detail in

Ordered Line Integral Methods for Computing the Quasi-potential, Daisy Dahiya and Maria Cameron, J. Scientific Computing (2017)  https://doi.org/10.1007/s10915-017-0590-9,  ArXiv: 1706.07509

Variable and Anisotropic diffusion (Maria Cameron and Daisy Dahiya, April 2018, last updated 08/01/2018)

OLIM4VAD.zip contains 

  • OLIM4VAD.c, a C source code 
  • README.pdf, a user guide for it . 

The method is described in 

An Ordered Line Integral Method for Computing the Quasi-potential in the case of Variable Anisotropic Diffusion, Daisy Dahiya and Maria Cameron, 2018Physica D (2018) to appearhttps://doi.org/10.1016/j.physd.2018.07.002arXiv:1806.05321

3D (Shuo Yang, Samuel Potter, and Maria Cameron, August 2018)

OLIM3DQpotPackage.zip contains:

  • 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 for the source codes

The method is described in 

Computing the quasipotential for nongradient SDEs in 3D, Shuo Yang, Samuel F. Potter, and Maria K. Cameron, submitted (2018), arXiv: 1808.00562

An application to stochastic Lorenz’63 (Maria Cameron and Shuo Yang, September 2018)


 Copyright 2010, 2015 , 2017, 2018  by Maria Cameron