A Koopman framework for rare event simulation in stochastic differential equations
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Publication:2133784
DOI10.1016/j.jcp.2022.111025OpenAlexW3123743774WikidataQ115350044 ScholiaQ115350044MaRDI QIDQ2133784
Tuhin Sahai, Benjamin J. Zhang, Youssef M. Marzouk
Publication date: 5 May 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.07330
rare event simulationdynamic mode decompositionDoob transformstochastic Koopman operatordata-driven methods for dynamical systemsimportance sampling for SDEs
Stochastic analysis (60Hxx) Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx)
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Cites Work
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