Related papers: Estimation of AMOC transition probabilities using …

Reduced-order dynamical models play a central role in developing our understanding of predictability of climate irrespective of whether we are dealing with the actual climate system or surrogate climate-models. In this context, the…

The problem of studying rare events is central to many areas of computer simulations. In a recent paper [Kang, P., et al., Nat. Comput. Sci. 4, 451-460, 2024], we have shown that a powerful way of solving this problem passes through the…

The committor functions are central to investigating rare but important events in molecular simulations. It is known that computing the committor function suffers from the curse of dimensionality. Recently, using neural networks to estimate…

Adaptive Multilevel Splitting (AMS for short) is a generic Monte Carlo method for Markov processes that simulates rare events and estimates associated probabilities. Despite its practical efficiency, there are almost no theoretical results…

Climate variability on centennial timescales has often been linked to internal variability of the Atlantic Meridional Overturning Circulation (AMOC). However, due to the scarceness of suitable paleoclimate proxies and long climate model…

In lean premixed combustors, flame stabilization is an important operational concern that can affect efficiency, robustness and pollutant formation. The focus of this paper is on flame lift-off and re-attachment to the nozzle of a swirl…

This work investigates the computational burden of pricing binary options in rare event regimes and introduces an adaptation of the adaptive multilevel splitting (AMS) method for financial derivatives. Standard Monte Carlo becomes…

We introduce Time-Conditioned Contraction Matching (TCCM), a novel method for semi-supervised anomaly detection in tabular data. TCCM is inspired by flow matching, a recent generative modeling framework that learns velocity fields between…

The sensitivity of the Atlantic Meridional Overturning Circulation (AMOC) to changes in basin integrated net evaporation is highly dependent on the zonal salinity contrast at the southern border of the Atlantic. Biases in the freshwater…

Vertical motions across the ocean are central to processes, like CO$_2$ fixation, heat removal or pollutant transport, which are essential to the Earth's climate. This work explores 3D conveyor routes {associated with} the Atlantic…

Complex dynamical systems-such as climate, ecosystems, and economics-can undergo catastrophic and potentially irreversible regime changes, often triggered by environmental parameter drift and stochastic disturbances. These critical…

The Atlantic Meridional Overturning Circulation (AMOC) exerts a major influence on global climate. There is much debate about whether the current strong AMOC may collapse as a result of anthropogenic forcing and/or internal variability.…

We present novel roulette schemes for rare-event sampling that are both structure-preserving and unbiased. The boundaries where Monte Carlo markers are split and deleted are placed automatically and adapted during runtime. Extending…

This paper deals with the estimation of rare event probabilities using importance sampling (IS), where an optimal proposal distribution is computed with the cross-entropy (CE) method. Although, IS optimized with the CE method leads to an…

Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare transitions is that they happen on timescales that are on…

Reservoir computing (RC) is known as a powerful machine learning approach for learning complex dynamics from limited data. Here, we use RC to predict highly stochastic dynamics of cell shapes. We find that RC is able to predict the steady…

Transition path sampling is a rare-event method that estimates state-to-state timecorrelation functions in many-body systems from samples of short trajectories. In this framework, it is proposed to bias the importance function using the…

In this work, we consider the numerical estimation of the probability for a stochastic process to hit a set B before reaching another set A. This event is assumed to be rare. We consider reactive trajectories of the stochastic Allen-Cahn…

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…

AC optimal transmission switching (AC-OTS) is a computationally challenging problem due to the nonconvexity and nonlinearity of AC power-flow (PF) equations coupled with a large number of binary variables. A computationally efficient…