Numerical computation of rare events via large deviation theory
From MaRDI portal
Publication:5227587
DOI10.1063/1.5084025zbMath1416.65042arXiv1812.00681OpenAlexW3103897655WikidataQ91559854 ScholiaQ91559854MaRDI QIDQ5227587
Eric Vanden-Eijnden, Tobias Grafke
Publication date: 6 August 2019
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.00681
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (24)
Large deviation analysis of function sensitivity in random deep neural networks ⋮ Large deviations for Markov jump processes with uniformly diminishing rates ⋮ Eddy-viscous modeling and the topology of extreme circulation events in three-dimensional turbulence ⋮ Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations ⋮ Coupling rare event algorithms with data-based learned committor functions using the analogue Markov chain ⋮ A machine learning method for computing quasi-potential of stochastic dynamical systems ⋮ Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction ⋮ Symmetries and zero modes in sample path large deviations ⋮ Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems ⋮ Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift ⋮ A dynamical systems approach for most probable escape paths over periodic boundaries ⋮ Transition Path Theory for Langevin Dynamics on Manifolds: Optimal Control and Data-Driven Solver ⋮ Multifidelity Bayesian Experimental Design to Quantify Rare-Event Statistics ⋮ Metadynamics for Transition Paths in Irreversible Dynamics ⋮ A large deviation principle for fluids of third grade ⋮ Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions ⋮ Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise ⋮ Periodically driven jump processes conditioned on large deviations ⋮ Approximate Optimal Controls via Instanton Expansion for Low Temperature Free Energy Computation ⋮ Sticky Brownian Motion and Its Numerical Solution ⋮ Collapse of transitional wall turbulence captured using a rare events algorithm ⋮ Optimal control problem for nonlinear optical communications systems ⋮ Gel’fand–Yaglom type equations for calculating fluctuations around instantons in stochastic systems ⋮ Instantons for rare events in heavy-tailed distributions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A theory of regularity structures
- Nonequilibrium Markov processes conditioned on large deviations
- Unbiasedness of some generalized adaptive multilevel splitting algorithms
- Simulating rare events in dynamical processes
- Dominating points and the asymptotics of large deviations for random walk on \(R^ r\).
- Exit probabilities and optimal stochastic control
- Counterexamples in importance sampling for large deviations probabilities
- Introduction to rare event simulation.
- Finding the quasipotential for nongradient SDEs
- Adaptive sampling of large deviations
- Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions
- Rare event computation in deterministic chaotic systems using genealogical particle analysis
- Random Perturbations of Dynamical Systems
- The large deviation function for entropy production: the optimal trajectory and the role of fluctuations
- Statistics of large currents in the Kipnis–Marchioro–Presutti model in a ring geometry
- Large deviations and rare events in the study of stochastic algorithms
- Adaptive Multilevel Splitting for Rare Event Analysis
- The instanton method and its numerical implementation in fluid mechanics
- The geometric minimum action method: A least action principle on the space of curves
- Long Term Effects of Small Random Perturbations on Dynamical Systems: Theoretical and Computational Tools
- Rare Event Simulation of Small Noise Diffusions
- Minimum action method for the study of rare events
- Instanton filtering for the stochastic Burgers equation
- Rogue waves and large deviations in deep sea
- Arclength Parametrized Hamilton's Equations for the Calculation of Instantons
- Large Deviations in Monte Carlo Methods
- Efficient Computation of Instantons for Multi-Dimensional Turbulent Flows with Large Scale Forcing
- Fluctuations and Irreversible Processes
This page was built for publication: Numerical computation of rare events via large deviation theory