Adaptive multilevel splitting: Historical perspective and recent results

DOI10.1063/1.5082247zbMath1417.65024OpenAlexW2939159789WikidataQ91670494 ScholiaQ91670494MaRDI QIDQ5377528

Frédéric Cérou, Arnaud Guyader, Mathias Rousset

Publication date: 24 May 2019

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01936611v2/file/cgr.pdf

zbMATH Keywords

rare eventscentral limit theoremmolecular dynamicsadaptive multilevel splittingimportance splitting

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic particle methods (65C35)

Related Items (10)

Recursive estimation of a failure probability for a Lipschitz function ⋮ Coupling rare event algorithms with data-based learned committor functions using the analogue Markov chain ⋮ Generative methods for sampling transition paths in molecular dynamics ⋮ Adaptive Importance Sampling Based on Fault Tree Analysis for Piecewise Deterministic Markov Process ⋮ Numerical study of extreme mechanical force exerted by a turbulent flow on a bluff body by direct and rare-event sampling techniques ⋮ Optimal control for sampling the transition path process and estimating rates ⋮ Efficient large deviation estimation based on importance sampling ⋮ On synchronized Fleming–Viot particle systems ⋮ Collapse of transitional wall turbulence captured using a rare events algorithm ⋮ On the Hill relation and the mean reaction time for metastable processes

Uses Software

• RESTART

Cites Work

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