Probabilistic Description of Extreme Events in Intermittently Unstable Dynamical Systems Excited by Correlated Stochastic Processes

DOI10.1137/140978235zbMath1327.62324arXiv1407.5487OpenAlexW3103568683MaRDI QIDQ2945173

Themistoklis P. Sapsis, Mustafa A. Mohamad

Publication date: 9 September 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.5487

zbMATH Keywords

rare eventsheavy-tailsuncertainty quantificationintermittent instabilitiescorrelated excitation

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (10)

Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics ⋮ Extreme events in dynamical systems and random walkers: a review ⋮ Intermittency in turbulent diffusion models with a mean gradient ⋮ Reduced-space Gaussian process regression for data-driven probabilistic forecast of chaotic dynamical systems ⋮ Parametric excitation induced extreme events in MEMS and Liénard oscillator ⋮ A conditional space–time POD formalism for intermittent and rare events: example of acoustic bursts in turbulent jets ⋮ Whistling of deep cavities subject to turbulent grazing flow: intermittently unstable aeroacoustic feedback ⋮ A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilities ⋮ Linear and nonlinear statistical response theories with prototype applications to sensitivity analysis and statistical control of complex turbulent dynamical systems ⋮ Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations

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