Application of Adaptive Multilevel Splitting to High-Dimensional Dynamical Systems

DOI10.1016/J.JCP.2020.109876MaRDI QIDQ6353512arXivFDO

Authors S. Baars, D. Castellana, Fred. W. Wubs, Henk Dijkstra

Publication date 11 November 2020

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.JCP.2020.109876

Mathematics Subject Classification ID

Numerical analysis (65-XX) Systems theory; control (93-XX)

arXiv classification

cs.NA math.NA physics.comp-ph physics.data-an physics.flu-dyn physics.geo-ph

Abstract: Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we modify one of the methods developed to compute probabilities of such transitions, Trajectory-Adaptive Multilevel Sampling (TAMS), to be able to apply it to high-dimensional systems. The key innovation is a projected time-stepping approach, which leads to a strong reduction in computational costs, in particular memory usage. The performance of this new implementation of TAMS is studied through an example of the collapse of the Atlantic Ocean Circulation.

This page was built for publication: Application of Adaptive Multilevel Splitting to High-Dimensional Dynamical Systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6353512)