Related papers: Investigating Rare Events by Transition Interface …
We study the problem of predicting rare critical transition events for a class of slow-fast nonlinear dynamical systems. The state of the system of interest is described by a slow process, whereas a faster process drives its evolution and…
The efficiency of path sampling simulations can be improved considerably using the approach of path swapping. For this purpose, we have devised a new algorithmic procedure based on the transition interface sampling technique. In the same…
Rare event simulation and rare event probability estimation are important tasks within the analysis of systems subject to uncertainty and randomness. Simultaneously, accurately estimating rare event probabilities is an inherently difficult…
Reaction paths and probabilities are inferred, in a usual Monte Carlo or Molecular Dynamic simulation, directly from the evolution of the positions of the particles. The process becomes time-consuming in many interesting cases in which the…
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,…
We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…
Transitional localised turbulence in shear flows is known to either decay to an absorbing laminar state or proliferate via splitting. The average passage times from one state to the other depend super-exponentially on the Reynolds number…
The efficiency of atomic simulations of materials and molecules can rapidly deteriorate when large free energy barriers exist between local minima. We propose smooth basin classification, a universal method to define reaction coordinates…
Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…
A sampling procedure for the transition matrix Monte Carlo method is introduced that generates the density of states function over a wide parameter range with minimal coding effort.
For accurate simulations of rarefied gas flows around moving obstacles, we propose a cut cell method on Cartesian grids: it allows exact conservation and accurate treatment of boundary conditions. Our approach is designed to treat Cartesian…
We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…
The average time between two occurrences of the same event, referred to as its return time (or return period), is a useful statistical concept for practical applications. For instance insurances or public agency may be interested by the…
We propose an efficient method to compute reaction rate constants of thermally activated processes occurring in many-body systems at finite temperature. The method consists in two steps: first, paths are sampled using a transition path…
The modern theory of rare events is grounded in near equilibrium ideas, however many systems of modern interest are sufficiently far from equilibrium that traditional approaches do not apply. Using the recently developed variational path…
Determining the kinetic bottlenecks that make transitions between metastable states difficult is key to understanding important physical problems like crystallization, chemical reactions, or protein folding. In all these phenomena, the…
We introduce a new Forward-Flux Sampling in Time (FFST) algorithm to efficiently measure transition times in rare-event processes in non-equilibrium systems, and apply it to study the first-order (discontinuous) kinetic transition in the…
We present a method for enhanced sampling of molecular dynamics simulations using stochastic resetting. Various phenomena, ranging from crystal nucleation to protein folding, occur on timescales that are unreachable in standard simulations.…
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…
We consider the general problem of estimating probabilities which arise as a union of dependent events. We propose a flexible series of estimators for such probabilities, and describe variance reduction schemes applied to the proposed…