Statistical behaviour of adaptive multilevel splitting algorithms in simple models

DOI10.1016/j.jcp.2014.12.009zbMath1352.65028arXiv1412.3362OpenAlexW1975495365MaRDI QIDQ728954

Eric Simonnet, Joran Rolland

Publication date: 20 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.3362

zbMATH Keywords

stochastic processesnumerical methodsphase transitionmultilevel splitting

Mathematics Subject Classification ID

Stochastic processes (60G99)

Related Items (11)

Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm ⋮ Application of adaptive multilevel splitting to high-dimensional dynamical systems ⋮ The instanton method and its numerical implementation in fluid mechanics ⋮ The catalytic effect of near-inertial waves on -plane zonal jets ⋮ Coupling rare event algorithms with data-based learned committor functions using the analogue Markov chain ⋮ Computing non-equilibrium trajectories by a deep learning approach ⋮ Numerical study of extreme mechanical force exerted by a turbulent flow on a bluff body by direct and rare-event sampling techniques ⋮ The role of conceptual models in climate research ⋮ On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting ⋮ Computing return times or return periods with rare event algorithms ⋮ Collapse of transitional wall turbulence captured using a rare events algorithm

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• Non-classical large deviations for a noisy system with non-isolated attractors
• Adaptive Multilevel Splitting for Rare Event Analysis
• Handbook of stochastic methods for physics, chemistry and natural sciences.

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