Related papers: Sampling rare events across dynamical phase transi…
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…
An overview of rare events algorithms based on large deviation theory (LDT) is presented. It covers a range of numerical schemes to compute the large deviation minimizer in various setups, and discusses best practices, common pitfalls, and…
Rare weather and climate events, such as heat waves and floods, can bring tremendous social costs. Climate data is often limited in duration and spatial coverage, and climate forecasting has often turned to simulations of climate models to…
Dissipative particle dynamics (DPD) is a relatively new technique which has proved successful in the simulation of complex fluids. We caution that for the equilibrium achieved by the DPD simulation of a simple fluid the temperature depends…
We study the appearance of first-order dynamical phase transitions (DPTs) as `intermittent' co-existing phases in the fluctuations of random walks on graphs. We show that the diverging time scale leading to critical behaviour is the waiting…
Assessing the risk of low-probability high-impact transient instability (TI) events is crucial for ensuring robust and stable power system operation under high uncertainty. However, direct Monte Carlo (DMC) simulation for rare TI event…
One of the goals of climate science is to characterize the statistics of extreme and potentially dangerous events in the present and future climate. Extreme events like heat waves, droughts, or floods due to persisting rains are…
Percolation is a paradigmatic model in disordered systems and has been applied to various natural phenomena. The percolation transition is known as one of the most robust continuous transitions. However, recent extensive studies have…
We present a general mathematical framework for trajectory stratification for simulating rare events. Trajectory stratification involves decomposing trajectories of the underlying process into fragments limited to restricted regions of…
We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…
The modern theory of rare events is grounded in near equilibrium ideas, however many systems of modern interest are sufficiently far from equilibrium that traditional approaches do not apply. Using the recently developed variational path…
Run-and-tumble particles (RTPs) have emerged as a paradigmatic example for studying nonequilibrium phenomena in statistical mechanics. The invariant measure of a wide class of RTPs subjected to a potential possesses a density that is…
Article describes the results of the development and using of Rare-Event Monte-Carlo Simulation Algorithms for Dynamic Fault Trees Estimation. For Fault Trees estimation usually analytical methods are used (Minimal Cut sets, Markov Chains,…
We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate…
We propose a new method to define anomaly scores and apply this to particle physics collider events. Anomalies can be either rare, meaning that these events are a minority in the normal dataset, or different, meaning they have values that…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
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…
We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…
We study how the thermodynamic properties of the Triangular Plaquette Model (TPM) are influenced by the addition of extra interactions. The thermodynamics of the original TPM is trivial, while its dynamics is glassy, as usual in Kinetically…
Extreme mesoscale weather, including tropical cyclones, squall lines, and floods, can be enormously damaging and yet challenging to simulate; hence, there is a pressing need for more efficient simulation strategies. Here we present a new…