Ordered Line Integral Methods for Computing the Quasi-potential

Created by Maria Cameron and Daisy Dahiya


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

OLIM4VAD.zip contains the source code OLIM4VAD.c and a user guide for it README.pdf. This program is designed for computing the quasi-potential for SDEs with position-dependent and anisotropic diffusion.

 Copyright 2010, 2015 , 2017 by Maria Cameron