Related papers: Studying Rare Events using Forward-Flux Sampling: …

We study the extreme events taking place on complex networks. The transport on networks is modelled using random walks and we compute the probability for the occurance and recurrence of extreme events on the network. We show that the nodes…

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…

This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…

Background properties in experimental particle physics are typically estimated using control samples corresponding to large numbers of events. This can provide precise knowledge of average background distributions, but typically does not…

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…

The dispersion of Lagrangian particle pairs is a fundamental process in turbulence, with implications for mixing, transport, and the statistical properties of particles in geophysical and environmental flows. While classical theories…

Rare transitions in stochastic processes can often be rigorously described via an underlying large deviation principle. Recent breakthroughs in the classification of reversible stochastic processes as gradient flows have led to a connection…

In many complex systems, large events are believed to follow power-law, scale-free probability distributions, so that the extreme, catastrophic events are unpredictable. Here, we study coupled chaotic oscillators that display extreme…

This paper introduces a new Importance Sampling scheme, called Adaptive Twisted Importance Sampling, which is adequate for the improved estimation of rare event probabilities in he range of moderate deviations pertaining to the empirical…

Rare events in stochastic processes with heavy-tailed distributions are controlled by the big jump principle, which states that a rare large fluctuation is produced by a single event and not by an accumulation of coherent small deviations.…

We compute probability distributions of trajectory observables for reversible and irreversible growth processes. These results reveal a correspondence between reversible and irreversible processes, at particular points in parameter space,…

We consider control of reaction and population systems by deterministically imposed transitions between the states with different numbers of particles or individuals. Even where the imposed transitions are significantly less frequent than…

The goal of this paper is to develop provably efficient importance sampling Monte Carlo methods for the estimation of rare events within the class of linear stochastic partial differential equations (SPDEs). We find that if a spectral gap…

In this paper, we develop a computational approach for computing most likely trajectories describing rare events that correspond to the emergence of non-dominant genotypes. This work is based on the large deviations approach for discrete…

Simulation based or dynamic probabilistic risk assessment methodologies were primarily developed for proving a more realistic and complete representation of complex systems accident response. Such simulation based methodologies have proven…

Rare events are occurrences that take place with a significantly lower frequency than more common regular events. In manufacturing, predicting such events is particularly important, as they lead to unplanned downtime, shortening equipment…

We propose a class of strongly efficient rare event simulation estimators for random walks and compound Poisson processes with a regularly varying increment/jump-size distribution in a general large deviations regime. Our estimator is based…

In melt-blowing very thin liquid fiber jets are spun due to high-velocity air streams. In literature there is a clear, unsolved discrepancy between the measured and computed jet attenuation. In this paper we will verify numerically that the…

Extreme events have an important role which is sometime catastrophic in a variety of natural phenomena including climate, earthquakes and turbulence, as well as in man-made environments like financial markets. Statistical analysis and…

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…