Related papers: Extreme event probability estimation using PDE-con…

A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them. This question naturally lends itself to a probabilistic formulation, by…

Studying extreme events and how they evolve in a changing climate is one of the most important current scientific challenges. Starting from complex climate models, a key difficulty is to be able to run long enough simulations in order to…

A method to rapidly estimate extreme ship response events is developed in this paper. The method involves training by a Long Short-Term Memory (LSTM) neural network to correct a lower-fidelity hydrodynamic model to the level of a…

Given a distribution of earthquake-induced seafloor elevations, we present a method to compute the probability of the resulting tsunamis reaching a certain size on shore. Instead of sampling, the proposed method relies on optimization to…

Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools…

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

Extreme sea level estimates are fundamental for mitigating against coastal flooding as they provide insight for defence engineering. As the global climate changes, rising sea levels combined with increases in storm intensity and frequency…

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…

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

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…

Extreme geophysical events are of crucial relevance to our daily life: they threaten human lives and cause property damage. To assess the risk and reduce losses, we need to model and probabilistically predict these events. Parametrizations…

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…

We introduce and compare computational techniques for sharp extreme event probability estimates in stochastic differential equations with small additive Gaussian noise. In particular, we focus on strategies that are scalable, i.e. their…

In this paper, we discuss the emergence of extreme events in a parametrically driven non-polynomial mechanical system with a velocity-dependent potential. We confirm the occurrence of extreme events from the probability distribution…

We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…

We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…

We propose a fast and scalable optimization method to solve chance or probabilistic constrained optimization problems governed by partial differential equations (PDEs) with high-dimensional random parameters. To address the critical…

The estimation of the probability of rare events is an important task in reliability and risk assessment. We consider failure events that are expressed in terms of a limit state function, which depends on the solution of a partial…

Estimating the probability of extreme events involving multiple risk factors is a critical challenge in fields such as finance and climate science. This paper proposes a semi-parametric approach to estimate the probability that a…

The estimation of the probability of rare events is an important task in reliability and risk assessment. We consider failure events that are expressed in terms of a limit-state function, which depends on the solution of a partial…