An Ordered Line Integral Method for Computing the Quasi-potential in the case of Variable Anisotropic Diffusion
Daisy Dahiya, Maria Cameron

TL;DR
This paper extends the Ordered Line Integral Method to efficiently compute the quasi-potential in 2D stochastic differential equations with variable anisotropic diffusion, aiding biological transition modeling.
Contribution
It introduces an extended OLIM solver for anisotropic, position-dependent diffusion in 2D SDEs, with analysis of error dependence and application to biological models.
Findings
The solver accurately computes quasi-potential for anisotropic diffusion.
Error depends on mesh size, update factor, and anisotropy degree.
Application to Lambda Phage model demonstrates biological relevance.
Abstract
Nongradient stochastic differential equations (SDEs) with position-dependent and anisotropic diffusion are often used in biological modeling. The quasi-potential is a crucial function in the Large Deviation Theory that allows one to estimate transition rates between attractors of the corresponding ordinary differential equation and find the maximum likelihood transition paths. Unfortunately, the quasi-potential can rarely be found analytically. It is defined as the solution to a certain action minimization problem. In this work, the recently introduced Ordered Line Integral Method (OLIM) is extended for computing the quasi-potential for 2D SDEs with anisotropic and position-dependent diffusion scaled by a small parameter on a regular rectangular mesh. The presented solver employs the dynamical programming principle. At each step, a local action minimization problem is solved using…
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