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By their very nature, rare event probabilities are expensive to compute; they are also delicate to estimate as their value strongly depends on distributional assumptions on the model parameters. Hence, understanding the sensitivity of the…

Numerical Analysis · Mathematics 2021-10-28 Michael Merritt , Alen Alexanderian , Pierre Gremaud

In a growing number of strongly disordered and dense systems, the dynamics of a particle pulled by an external force field exhibits super-diffusion. In the context of glass forming systems, super cooled glasses and contamination spreading…

Statistical Mechanics · Physics 2019-12-18 Wanli Wang , Alessandro Vezzani , Raffaella Burioni , Eli Barkai

Rare events refer to qualitatively unlikely events whose realization can nevertheless have important consequences. Typically, the prediction of the kinetics of these events relies on Arrhenius laws, with exponentially distributed waiting…

Statistical Mechanics · Physics 2025-12-18 Apurba Biswas , Thomas Guérin

Automated Vehicle (AV) validation based on simulated testing requires unbiased evaluation and high efficiency. One effective solution is to increase the exposure to risky rare events while reweighting the probability measure. However,…

Machine Learning · Computer Science 2024-09-25 Yichun Ye , He Zhang , Ye Tian , Jian Sun , Karl Meinke

We present a method to probe rare molecular dynamics trajectories directly using reinforcement learning. We consider trajectories that are conditioned to transition between regions of configuration space in finite time, like those relevant…

Statistical Mechanics · Physics 2022-01-07 Avishek Das , Dominic C. Rose , Juan P. Garrahan , David T. Limmer

Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…

Dynamical Systems · Mathematics 2026-05-22 Charlotte Moser , Nan Chen , Marios Andreou

In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…

Dynamical Systems · Mathematics 2015-06-16 Christoffer R. Heckman , Ira B. Schwartz

Several theoretical results concerning event-by-event fluctuations are discussed: (1) a role of the global conservation laws and concept of statistical ensembles; (2) strongly intensive measures are introduced; they give a possibility to…

Nuclear Theory · Physics 2015-05-18 Mark I. Gorenstein

Rare events play a key role in many applications and numerous algorithms have been proposed for estimating the probability of a rare event. However, relatively little is known on how to quantify the sensitivity of the probability with…

Probability · Mathematics 2019-02-06 Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Luc Rey-Bellet

We derive precursors of extreme dissipation events in a turbulent channel flow. Using a recently developed method that combines dynamics and statistics for the underlying attractor, we extract a characteristic state that precedes…

Fluid Dynamics · Physics 2019-06-10 Patrick J. Blonigan , Mohammad Farazmand , Themistoklis P. Sapsis

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

Due to the deterministic nature of chaotic systems, fluctuations in their trajectories arise solely from the choice of initial conditions. Some of these dynamical fluctuations may lead to extremely unlikely scenarios. Understanding the…

Statistical Mechanics · Physics 2025-07-23 Yllari K. González-Koda , Ricardo Gutiérrez , Carlos Pérez-Espigares

Transient phenomena are interesting and potentially highly revealing of details about the processes under observation and study that could otherwise go unnoticed. It is therefore important to maximize the sensitivity of the method used to…

Instrumentation and Methods for Astrophysics · Physics 2017-12-05 G. Belanger

Extreme weather events, such as windstorms and heatwaves, are driven by persistent atmospheric circulation patterns that evolve over several consecutive days. While traditional circulation-based studies often focus on instantaneous…

Machine Learning · Statistics 2026-03-03 Guillaume Coulaud , Davide Faranda

Abrupt and rapid high-amplitude changes in a dynamical system's states known as extreme event appear in many processes occurring in nature, such as drastic climate patterns, rogue waves, or avalanches. These events often entail catastrophic…

Fluid Dynamics · Physics 2023-06-29 Urszula Golyska , Nguyen Anh Khoa Doan

Stochastic simulation has been a powerful tool for studying the dynamics of gene regulatory networks, particularly in terms of understanding how cell-phenotype stability and fate-transitions are impacted by noisy gene expression. However,…

Molecular Networks · Quantitative Biology 2018-09-05 Margaret J. Tse , Brian K. Chu , Elizabeth L. Read

Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate…

Disordered Systems and Neural Networks · Physics 2024-09-09 Leonardo Di Gaetano , Giorgio Carugno , Federico Battiston , Francesco Coghi

In this paper, we consider an importance sampling problem for a certain rare-event simulations involving the behavior of a diffusion process pertaining to a chain of distributed systems with random perturbations. We also assume that the…

Optimization and Control · Mathematics 2020-08-26 Getachew K. Befekadu

Extreme weather is one of the main mechanisms through which climate change will directly impact human society. Coping with such change as a global community requires markedly improved understanding of how global warming drives extreme…

Computational Physics · Physics 2019-09-18 Adam Rupe , Karthik Kashinath , Nalini Kumar , Victor Lee , Prabhat , James P. Crutchfield

The development of enhanced sampling methods has greatly extended the scope of atomistic simulations, allowing long-time phenomena to be studied with accessible computational resources. Many such methods rely on the identification of an…

Computational Physics · Physics 2022-06-08 Luigi Bonati , GiovanniMaria Piccini , Michele Parrinello
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