English
Related papers

Related papers: A rare event algorithm links transitions in turbul…

200 papers

We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…

Statistical Mechanics · Physics 2011-04-07 Anupam Kundu , Sanjib Sabhapandit , Abhishek Dhar

We present three algorithms for calculating rate constants and sampling transition paths for rare events in simulations with stochastic dynamics. The methods do not require a priori knowledge of the phase space density and are suitable for…

Soft Condensed Matter · Physics 2009-11-11 Rosalind J. Allen , Daan Frenkel , Pieter Rein ten Wolde

Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. This leads in some cases to symmetry-broken space-time…

Statistical Mechanics · Physics 2019-08-23 Carlos Pérez-Espigares , Pablo I. Hurtado

In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in determin-istic dynamical systems. We demonstrate that the genealogical particle analysis algorithms can…

Statistical Mechanics · Physics 2016-09-21 Jeroen Wouters , Freddy Bouchet

We present a method to study rare nonadiabatic dynamics in open quantum systems using transition path sampling and quantum jump trajectories. As with applications of transition path sampling to classical dynamics, the method does not rely…

Statistical Mechanics · Physics 2021-12-08 Addison J. Schile , David T. Limmer

A leading goal for climate science and weather risk management is to accurately model both the physics and statistics of extreme events. These two goals are fundamentally at odds: the higher a computational model's resolution, the more…

Atmospheric and Oceanic Physics · Physics 2024-02-06 Justin Finkel , Paul A. O'Gorman

We study rare transitions in Markovian open quantum systems driven with Gaussian noise, applying transition path and interface sampling methods to trajectories generated by stochastic Schr\"odinger dynamics. Interface and path sampling…

Quantum Physics · Physics 2025-05-09 Robson Christie , Peter G. Bolhuis , David T. Limmer

We propose a physics-constrained machine learning method-based on reservoir computing- to time-accurately predict extreme events and long-term velocity statistics in a model of turbulent shear flow. The method leverages the strengths of two…

Fluid Dynamics · Physics 2021-04-14 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

Calculating transition probabilities between different states of multistable climate tipping systems is computationally challenging in high-dimensional models. Targeted algorithms, such as the Trajectory-Adaptive Multilevel Splitting (TAMS)…

Atmospheric and Oceanic Physics · Physics 2026-03-24 Lucas Esclapez , Valérian Jacques-Dumas , Reyk Börner , Laurent Soucasse , Henk A. Dijkstra

We present a theoretical framework that enables investigating rare transitions in a general model of an active particle in an external potential, with the thermal Active Ornstein-Uhlenbeck Particle (AOUP) appearing as a special case. Using…

Statistical Mechanics · Physics 2026-04-20 Vito Seinen , Peter G. Bolhuis , Daan Crommelin , Sara Jabbari Farouji , Michel Mandjes

We propose a physics-aware machine learning method to time-accurately predict extreme events in a turbulent flow. The method combines two radically different approaches: empirical modelling based on reservoir computing, which learns the…

Fluid Dynamics · Physics 2019-12-24 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

We briefly review simulation schemes for the investigation of rare transitions and we resume the recently introduced Transition Interface Sampling, a method in which the computation of rate constants is recast into the computation of fluxes…

Statistical Mechanics · Physics 2009-11-10 Daniele Moroni , Titus S. van Erp , Peter G. Bolhuis

Many rare weather events, including hurricanes, droughts, and floods, dramatically impact human life. To accurately forecast these events and characterize their climatology requires specialized mathematical techniques to fully leverage the…

Atmospheric and Oceanic Physics · Physics 2020-07-15 Justin Finkel , Dorian Abbot , Jonathan Weare

Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…

Analysis of PDEs · Mathematics 2019-08-06 Eric Forgoston , Richard O. Moore

We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…

Probability · Mathematics 2019-04-09 Krzysztof Bisewski , Daan Crommelin , Michel Mandjes

We study small white noise perturbations of planar dynamical systems with heteroclinic networks in the limit of vanishing noise. We show that the probabilities of transitions between various cells that the network tessellates the plane into…

Probability · Mathematics 2022-05-03 Yuri Bakhtin , Hong-Bin Chen , Zsolt Pajor-Gyulai

Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…

Data Analysis, Statistics and Probability · Physics 2023-06-28 Jacob D. Baxley , David R. Lambert , Mauro Bologna , Bruce J. West , Paolo Grigolini

In this paper, we follow in the footsteps of Onsager and Machlup (OM) and consider diffusion-like paths that are explored by a particle moving via a conservative force while being in thermal equilibrium with its surroundings. Instead of…

Statistical Mechanics · Physics 2015-04-03 P. J. Malsom , F. J. Pinski

For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the Markov process. Recent work in the exact and…

Statistics Theory · Mathematics 2021-11-08 James Hodgson , Adam M. Johansen , Murray Pollock

The analysis of extremes in climate models is hindered by the lack of statistics due to the computational costs required to run simulations long enough to sample rare events. We demonstrate how rare event algorithms can improve the…

Atmospheric and Oceanic Physics · Physics 2021-07-07 Francesco Ragone , Freddy Bouchet