Related papers: Variational path sampling of rare dynamical events

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…

Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. This leads in some cases to symmetry-broken space-time…

In chaotic dynamical systems, a number of rare trajectories with low level of chaoticity are embedded in chaotic sea, while extraordinary unstable trajectories can exist even in weakly chaotic regions. In this study, a quantitative method…

Understanding the dynamics of complex molecular processes is often linked to the study of infrequent transitions between long-lived stable states. The standard approach to the sampling of such rare events is to generate an ensemble of…

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…

In this paper we combine two powerful computational techniques, well-tempered metadynamics and time lagged independent component analysis. The aim is to develop a new tool for studying rare events and exploring complex free energy…

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…

Transition path theory computes statistics from ensembles of reactive trajectories. A common strategy for sampling reactive trajectories is to control the branching and pruning of trajectories so as to enhance the sampling of low…

We present three algorithms for calculating rate constants and sampling transition paths for rare events in simulations with stochastic dynamics. The methods do not require a priori knowledge of the phase space density and are suitable for…

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,…

Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…

Rare event sampling algorithms are essential for understanding processes that occur infrequently on the molecular scale, yet they are important for the long-time dynamics of complex molecular systems. One of these algorithms, transition…

Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to…

The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…

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…

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

Rare event sampling in dynamical systems is a fundamental problem arising in the natural sciences, which poses significant computational challenges due to an exponentially large space of trajectories. For settings where the dynamical system…

Rare event simulation and estimation for systems in equilibrium are among the most challenging topics in molecular dynamics. As was shown by Jarzynski and others, nonequilibrium forcing can theoretically be used to obtain equilibrium rare…

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…

Causal phenomena associated with rare events occur across a wide range of engineering problems, such as risk-sensitive safety analysis, accident analysis and prevention, and extreme value theory. However, current methods for causal…