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We introduce a path sampling method for the computation of rate constants for systems with a highly diffusive character. Based on the recently developed algorithm of transition interface sampling (TIS) this procedure increases the…

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

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

Assessing the risk of low-probability high-impact transient instability (TI) events is crucial for ensuring robust and stable power system operation under high uncertainty. However, direct Monte Carlo (DMC) simulation for rare TI event…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Jingyu Liu , Xiaoting Wang , Xiaozhe Wang

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

Data Analysis, Statistics and Probability · Physics 2012-04-11 Lewis Mitchell , Georg A. Gottwald

Tipping points are abrupt, drastic, and often irreversible changes in the evolution of non-stationary and chaotic dynamical systems. For instance, increased greenhouse gas concentrations are predicted to lead to drastic decreases in low…

Many natural systems exhibit cyclo-stationary behavior characterized by periodic forcing such as annual and diurnal cycles. We present a data-driven method leveraging recent advances in score-based generative modeling to construct…

Chaotic Dynamics · Physics 2025-09-03 Ludovico Theo Giorgini , Tobias Bischoff , Andre Noguiera Souza

The paper presents a new efficient and robust method for rare event probability estimation for computational models of an engineering product or a process returning categorical information only, for example, either success or failure. For…

Computational Engineering, Finance, and Science · Computer Science 2022-10-11 Miroslav Vořechovský

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

The Atlantic Meridional Overturning Circulation (AMOC) is recognized as a tipping element within the global climate system. Central to its tipping behavior is the salt-advection feedback mechanism, which has been extensively studied in box…

Atmospheric and Oceanic Physics · Physics 2025-10-23 Elian Vanderborght , René M. van Westen , Henk A. Dijkstra

Weather forecasts sit upstream of high-stakes decisions in domains such as grid operations, aviation, agriculture, and emergency response. Yet forecast users often face a difficult trade-off. Many decision-relevant targets are functionals…

Machine Learning · Computer Science 2026-01-08 Paulius Rauba , Viktor Cikojevic , Fran Bartolic , Sam Levang , Ty Dickinson , Chase Dwelle

Forecasting future weather and climate is inherently difficult. Machine learning offers new approaches to increase the accuracy and computational efficiency of forecasts, but current methods are unable to accurately model uncertainty in…

Machine Learning · Computer Science 2023-02-02 Yusuke Hatanaka , Yannik Glaser , Geoff Galgon , Giuseppe Torri , Peter Sadowski

Computing the return times of extreme events and assessing the impact of climate change on such return times is fundamental to extreme event attribution studies. However, the rarity of such events in the observational record makes this task…

Atmospheric and Oceanic Physics · Physics 2024-12-03 Clément Le Priol , Joy M. Monteiro , Freddy Bouchet

Tropical cyclones (TCs), driven by heat exchange between the air and sea, pose a substantial risk to many communities around the world. Accurate characterization of the subsurface ocean thermal response to TC passage is crucial for accurate…

Applications · Statistics 2024-03-18 Addison J. Hu , Mikael Kuusela , Ann B. Lee , Donata Giglio , Kimberly M. Wood

In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…

Numerical Analysis · Mathematics 2023-12-13 Daniel Elfverson , Robert Scheichl , Simon Weissmann , F. Alejandro DiazDelaO

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…

Atmospheric and Oceanic Physics · Physics 2020-01-08 Francesco Ragone , Freddy Bouchet

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…

Statistical Mechanics · Physics 2022-08-10 Bodhi P. Vani , Jonathan Weare , Aaron R. Dinner

Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…

Methodology · Statistics 2024-05-06 Reetam Majumder , Brian J. Reich , Benjamin A. Shaby

The potential for complex systems to exhibit tipping points in which an equilibrium state undergoes a sudden and often irreversible shift is well established, but prediction of these events using standard forecast modeling techniques is…

Atmospheric and Oceanic Physics · Physics 2022-12-07 Daniel Dylewsky , Timothy M. Lenton , Marten Scheffer , Thomas M. Bury , Christopher G. Fletcher , Madhur Anand , Chris T. Bauch

Nonlinear dynamical systems exposed to changing forcing can exhibit catastrophic transitions between alternative and often markedly different states. The phenomenon of critical slowing down (CSD) can be used to anticipate such transitions…

Machine Learning · Computer Science 2024-09-13 Yu Huang , Sebastian Bathiany , Peter Ashwin , Niklas Boers

Rare event sampling is a central problem in modern computational chemistry research. Among the existing methods, transition path sampling (TPS) can generate unbiased representations of reaction processes. However, its efficiency depends on…

Computational Physics · Physics 2024-04-04 Jintu Zhang , Odin Zhang , Luigi Bonati , TingJun Hou