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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…

Computation · Statistics 2020-02-05 Patrick Héas

One of the most prominent climate tipping elements is the Atlantic Meridional Overturning Circulation (AMOC), which can potentially collapse due to the input of fresh water in the North Atlantic. Although AMOC collapses have been induced in…

Atmospheric and Oceanic Physics · Physics 2023-08-04 René M. van Westen , Michael Kliphuis , Henk A. Dijkstra

Estimating the probability of failures or accidents with aerospace systems is often necessary when new concepts or designs are introduced, as it is being done for Autonomous Aircraft. If the design is safe, as it is supposed to be, accident…

Applications · Statistics 2018-08-10 Ítalo Romani de Oliveira , Jeffery Musiak

It is often known, from modelling studies, that a certain mode of climate tipping (of the oceanic thermohaline circulation, for example) is governed by an underlying fold bifurcation. For such a case we present a scheme of analysis that…

Dynamical Systems · Mathematics 2010-12-15 J. M. T. Thompson , Jan Sieber

We review two recently developed efficient methods for calculating rate constants of processes dominated by rare events in high-dimensional complex systems. The first is transition interface sampling (TIS), based on the measurement of…

Statistical Mechanics · Physics 2009-11-10 Titus S. van Erp , Peter G. Bolhuis

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…

Chemical Physics · Physics 2015-03-13 Manuel Athènes , Mihai-Cosmin Marinica , Thomas Jourdan

The Atlantic Meridional Overturning Circulation (AMOC) is a tipping element of the climate system. The current estimate of the global warming threshold for the onset of an AMOC collapse is +4.0C (uncertainty range 1.4-8C). However, such a…

Atmospheric and Oceanic Physics · Physics 2026-04-30 René M. van Westen , Reyk Börner , Henk A. Dijkstra

We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or…

Computation · Statistics 2025-11-04 Paula Cordero-Encinar , Andrew B. Duncan , Sebastian Reich , O. Deniz Akyildiz

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

We propose score dynamics (SD), a general framework for learning accelerated evolution operators with large timesteps from molecular-dynamics simulations. SD is centered around scores, or derivatives of the transition log-probability with…

Computational Physics · Physics 2024-03-08 Tim Hsu , Babak Sadigh , Vasily Bulatov , Fei Zhou

Rare events play a crucial role in many physics, chemistry, and biology phenomena, when they change the structure of the system, for instance in the case of multistability, or when they have a huge impact. Rare event algorithms have been…

Dynamical Systems · Mathematics 2022-08-24 Dario Lucente , Joran Rolland , Corentin Herbert , Freddy Bouchet

The committor function is a central object of study in understanding transitions between metastable states in complex systems. However, computing the committor function for realistic systems at low temperatures is a challenging task, due to…

Computational Physics · Physics 2019-09-04 Qianxiao Li , Bo Lin , Weiqing Ren

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…

Machine Learning · Statistics 2025-01-28 Yueyang Wang , Kejun Tang , Xili Wang , Xiaoliang Wan , Weiqing Ren , Chao Yang

Transition path sampling is a method for estimating the rates of rare events in molecular systems based on the gradual transformation of a path distribution containing a small fraction of reactive trajectories into a biased distribution in…

Statistical Mechanics · Physics 2015-10-28 Pierre Terrier , Mihai-Cosmin Marinica , Manuel Athènes

There is strong evidence that the present-day Atlantic Meridional Overturning Circulation (AMOC) is in a bi-stable regime and hence it is important to determine probabilities and pathways for noise-induced transitions between its…

Atmospheric and Oceanic Physics · Physics 2024-08-27 Jelle Soons , Tobias Grafke , Henk A. Dijkstra

The global ocean meridional overturning circulation (GMOC) is central for ocean transport and climate variations. However, a comprehensive picture of its historical mean state and variability remains vague due to limitations in modelling…

Branching processes are a class of continuous-time Markov chains (CTMCs) prevalent for modeling stochastic population dynamics in ecology, biology, epidemiology, and many other fields. The transient or finite-time behavior of these systems…

Computation · Statistics 2023-02-24 Achal Awasthi , Jason Xu

Understanding subsurface ocean dynamics is essential for quantifying oceanic heat and mass transport, but direct observations at depth remain sparse due to logistical and technological constraints. In contrast, satellite missions provide…

We present a mechanism to steer the sampling diversity of denoising diffusion and flow matching models, allowing users to sample from a sharper or broader distribution than the training distribution. We build on the observation that these…

Machine Learning · Computer Science 2026-05-26 Yanbo Xu , Yu Wu , Sungjae Park , Zhizhuo Zhou , Shubham Tulsiani

We study a model for a dilute suspension of rod-like particles swimming at constant velocity in a Stokes flow. As the translational diffusivity of the particles decreases, a two-dimensional uniform concentration of randomly aligned…

Fluid Dynamics · Physics 2026-05-12 Yves-Marie Ducimetière , Michael J. Shelley