Efficient Rare Event Simulation by Optimal Nonequilibrium Forcing

MaRDI QIDQ7077777arXivFDO

Authors Carsten Hartmann, Christof Schütte

Publication date 2012

Published in arXiv

arXiv classification

math.OC

Cited in

(1)

• Derivative-Informed Dimension Reduction of Stochastic Differential Equations: A Path-Space Sensitivity Approach

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