Related papers: Efficient Sampling and Sensitivity Analysis of Rar…

The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…

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 chaotic nature of planetary dynamics, there is a non-zero probability that Mercury's orbit will become unstable in the future. Previous efforts have estimated the probability of this happening between 3 and 5 billion years in the…

In this paper, we propose an efficient importance sampling algorithm for rare event simulation under copula models. In the algorithm, the derived optimal probability measure is based on the criterion of minimizing the variance of the…

Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…

Electromagnetic transient (EMT) simulation is a crucial tool for power system dynamic analysis because of its detailed component modeling and high simulation accuracy. However, it suffers from computational burdens for large power grids…

For the validation of safety-critical systems regarding safety and comfort, e.g., in the context of automated driving, engineers often have to cope with large (parametric) test spaces for which it is infeasible to test through all possible…

Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that…

Autonomous Vehicles (AVs) are often tested in simulation to estimate the probability they will violate safety specifications. Two common issues arise when using existing techniques to produce this estimation: If violations occur rarely,…

In biochemically reactive systems with small copy numbers of one or more reactant molecules, the dynamics is dominated by stochastic effects. To approximate those systems, discrete state-space and stochastic simulation approaches have been…

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…

In this paper we develop a methodology that we call split sampling methods to estimate high dimensional expectations and rare event probabilities. Split sampling uses an auxiliary variable MCMC simulation and expresses the expectation of…

Power system robustness against high impact low probability events is becoming a major concern. To depict distinct phases of a system response during these disturbances, an irregular polygon model is derived from the conventional trapezoid…

We propose an adaptive importance sampling scheme for the simulation of rare events when the underlying dynamics is given by a diffusion. The scheme is based on a Gibbs variational principle that is used to determine the optimal (i.e.…

This article is concerned with data-driven analysis of discrete-time systems under aperiodic sampling, and in particular with a data-driven estimation of the maximum sampling interval (MSI). The MSI is relevant for analysis of and…

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,…

In this work, we propose an algorithm to simulate rare events for electronic circuit design. Our approach heavily relies on a smart use of importance sampling, which enables us to tackle probabilities of the magnitude 10 --10. Not only can…

Disordered lattice spin systems are crucial in both theoretical and applied physics. However, understanding their properties poses significant challenges for Monte Carlo simulations. In this work, we investigate the two-dimensional…

Event cameras offer high temporal resolution and power efficiency, making them well-suited for edge AI applications. However, their high event rates present challenges for data transmission and processing. Subsampling methods provide a…

The real-time transient stability assessment (TSA) plays a critical role in the secure operation of the power system. Although the classic numerical integration method, \textit{i.e.} time-domain simulation (TDS), has been widely used in…