Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis

DOI10.2140/CAMCOS.2021.16.181zbMath1483.35306arXiv2007.13930OpenAlexW3209610702WikidataQ114045402 ScholiaQ114045402MaRDI QIDQ2065516

Eric Vanden-Eijnden, Shanyin Tong, Georg Stadler

Publication date: 11 January 2022

Published in: Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.13930

zbMATH Keywords

PDE-constrained optimizationextreme eventslarge deviation theoryprobability estimationtsunamis

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Control/observation systems governed by partial differential equations (93C20) Water waves, gravity waves; dispersion and scattering, nonlinear interaction (76B15) Large deviations (60F10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) PDEs in connection with control and optimization (35Q93) PDE constrained optimization (numerical aspects) (49M41)

Related Items (8)

Learning physics-based models from data: perspectives from inverse problems and model reduction ⋮ Optimization under Rare Chance Constraints ⋮ Symmetries and zero modes in sample path large deviations ⋮ Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems ⋮ Multifidelity Bayesian Experimental Design to Quantify Rare-Event Statistics ⋮ Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions ⋮ Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs ⋮ Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration

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