A self-similarity principle for the computation of rare event probability

DOI10.1088/1751-8121/AB5313MaRDI QIDQ5873008zbMATH OpenOpenAlexFDO

Authors Malik Hassanaly, Venkat Raman

Publication date 5 January 2023

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.01222

zbMATH Keywords

chaotic systemrare eventprobability computation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Quantum theory (81-XX)

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Cites work

• A tutorial on the cross-entropy method
• Adaptive Multilevel Splitting for Rare Event Analysis
• Computation of extreme heat waves in climate models using a large deviation algorithm
• Computing return times or return periods with rare event algorithms
• Fourth-Order Time-Stepping for Stiff PDEs
• Genealogical particle analysis of rare events
• Importance sampling in the Monte Carlo study of sequential tests
• Multifidelity importance sampling
• Nonlinear analysis of hydrodynamic instability in laminar flames—I. Derivation of basic equations
• Rare event computation in deterministic chaotic systems using genealogical particle analysis
• The instanton method and its numerical implementation in fluid mechanics

Cited in

(3)

• Adversarial sampling of unknown and high-dimensional conditional distributions
• A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilities
• Rare event simulation for steady-state probabilities via recurrency cycles

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