This R code comes from my master thesis. It takes a nonlinear system of Stochastic Differential Equations (in this case a Lotka-Volterra system) and finds the `most typical way' in which a very rare event happens, due to stochastic fluctuations. The same experiment was conducted for the first time in “Tobias Grafke and Eric Vanden-Eijnden. “Numerical computation of rare events via large deviation theory”. In: Chaos: An Interdisciplinary Journal of Nonlinear Science 29 (June 2019), p. 063118“. The code presented here is my own reproduction of the same experiment.
If you want to know more about the theroy of Large Deviations and its application to the prediction of rare-events, and understand what this code does, please visit the Wiki! If you are still curious, you can download my master thesis here (https://sites.google.com/sns.it/federicobutori/notes?authuser=0)