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• W3135412443 abstract "This paper studies computational methods for quasi-stationary distributions (QSDs). We first proposed a data-driven solver that solves Fokker-Planck equations for QSDs. Similar as the case of Fokker-Planck equations for invariant probability measures, we set up an optimization problem that minimizes the distance from a low-accuracy reference solution, under the constraint of satisfying the linear relation given by the discretized Fokker-Planck operator. Then we use coupling method to study the sensitivity of a QSD against either the change of boundary condition or the diffusion coefficient. The 1-Wasserstein distance between a QSD and the corresponding invariant probability measure can be quantitatively estimated. Some numerical results about both computation of QSDs and their sensitivity analysis are provided." @default.
• W3135412443 created "2021-03-15" @default.
• W3135412443 creator A5043370016 @default.
• W3135412443 creator A5057837748 @default.
• W3135412443 date "2021-03-02" @default.
• W3135412443 modified "2023-09-27" @default.
• W3135412443 title "Data-driven computation methods for quasi-stationary distribution and sensitivity analysis." @default.
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• W3135412443 hasPublicationYear "2021" @default.
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