Pages that link to "Item:Q5227587"

The following pages link to Numerical computation of rare events via large deviation theory (Q5227587):

Displaying 30 items.

• Optimal control problem for nonlinear optical communications systems (Q2111240) (← links)
• Large deviations for Markov jump processes with uniformly diminishing rates (Q2169081) (← links)
• Eddy-viscous modeling and the topology of extreme circulation events in three-dimensional turbulence (Q2172173) (← links)
• Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations (Q2675352) (← links)
• Symmetries and zero modes in sample path large deviations (Q2679555) (← links)
• Collapse of transitional wall turbulence captured using a rare events algorithm (Q5014147) (← links)
• Large deviation analysis of function sensitivity in random deep neural networks (Q5060399) (← links)
• Coupling rare event algorithms with data-based learned committor functions using the analogue Markov chain (Q5101086) (← links)
• Periodically driven jump processes conditioned on large deviations (Q5135085) (← links)
• Approximate Optimal Controls via Instanton Expansion for Low Temperature Free Energy Computation (Q5157688) (← links)
• Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
• Gel’fand–Yaglom type equations for calculating fluctuations around instantons in stochastic systems (Q5874135) (← links)
• Instantons for rare events in heavy-tailed distributions (Q5877083) (← links)
• A machine learning method for computing quasi-potential of stochastic dynamical systems (Q6048057) (← links)
• Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction (Q6050023) (← links)
• Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems (Q6089193) (← links)
• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift (Q6095143) (← links)
• A dynamical systems approach for most probable escape paths over periodic boundaries (Q6096542) (← links)
• Transition Path Theory for Langevin Dynamics on Manifolds: Optimal Control and Data-Driven Solver (Q6109118) (← links)
• Multifidelity Bayesian Experimental Design to Quantify Rare-Event Statistics (Q6131420) (← links)
• Metadynamics for Transition Paths in Irreversible Dynamics (Q6150466) (← links)
• Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions (Q6177925) (← links)
• Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise (Q6202051) (← links)
• A deep learning method for computing mean exit time excited by weak Gaussian noise (Q6539426) (← links)
• Understanding the stochastic dynamics of sequential decision-making processes: a path-integral analysis of multi-armed bandits (Q6548688) (← links)
• Sex, ducks, and rock ``n'' roll: mathematical model of sexual response (Q6551383) (← links)
• Uniform large deviation principle for the solutions of two-dimensional stochastic Navier-Stokes equations in vorticity form (Q6589684) (← links)
• Large deviations for trajectory observables of diffusion processes in dimension \(d > 1\) in the double limit of large time and small diffusion coefficient (Q6620180) (← links)
• Optimal finite-differences discretization for the diffusion equation from the perspective of large-deviation theory (Q6628798) (← links)
• Extreme first passage times for populations of identical rare events (Q6669438) (← links)