Related papers: Investigating Rare Events by Transition Interface …
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…
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…
We present an approach for flux analysis in process algebra models of biological systems. We perceive flux as the flow of resources in stochastic simulations. We resort to an established correspondence between event structures, a broadly…
This article analyzes and compares two general techniques of rare event simulation for generating paths of Markov processes over fixed time horizons: exponential tilting and stochastic bridge. These two methods allow to accurately compute…
By their very nature, rare event probabilities are expensive to compute; they are also delicate to estimate as their value strongly depends on distributional assumptions on the model parameters. Hence, understanding the sensitivity of the…
Finding and sampling rare trajectories in dynamical systems is a difficult computational task underlying numerous problems and applications. In this paper we show how to construct Metropolis- Hastings Monte Carlo methods that can…
In this paper, we consider an importance sampling problem for a certain rare-event simulations involving the behavior of a diffusion process pertaining to a chain of distributed systems with random perturbations. We also assume that the…
Exploiting stochastic path integral theory, we obtain \emph{by simulation} substantial gains in efficiency for the computation of reaction rates in one-dimensional, bistable, overdamped stochastic systems. Using a well-defined measure of…
A method is presented which allows for a tremendous speed-up of computer simulations of statistical systems by orders of magnitude. This speed-up is achieved by means of a new observable, while the algorithm of the simulation remains…
Many important chemical and biochemical processes in the condensed phase are notoriously difficult to simulate numerically. Often this difficulty arises from the complexity of simulating dynamics resulting from coupling to structured,…
The accurate and robust simulation of transcritical real-fluid flows is crucial for many engineering applications. Diffused interface methods are frequently employed and several numerical schemes have been developed for simulating…
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…
The goal of this paper is to develop provably efficient importance sampling Monte Carlo methods for the estimation of rare events within the class of linear stochastic partial differential equations (SPDEs). We find that if a spectral gap…
Computing reactive trajectories and free energy (FE) landscapes associated to rare event kinetics is key to understanding the dynamics of complex systems. The analysis of the FE surface on which the underlying dynamics takes place has…
This Perspective describes current computational efforts in the field of simulating photodynamics of transition metal complexes. We present the typical workflows and feature the strengths and limitations of the different contemporary…
Recent advances in steady-state analysis of power systems have introduced the equivalent split-circuit approach and corresponding continuation methods that can reliably find the correct physical solution of large-scale power system…
We consider here systems with piecewise linear dynamics that are periodically sampled with a given period {\tau} . At each sampling time, the mode of the system, i.e., the parameters of the linear dynamics, can be switched, according to a…
We present a common framework to study decay and exchanges rates in a wide class of dynamical systems. Several applications, ranging form the metric theory of continuons fractions and the Shannon capacity of contrained systems to the decay…
We analyse features of the patterns formed from a simple model for a martensitic phase transition. This is a fragmentation model that can be encoded by a general branching random walk. An important quantity is the distribution of the…
We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…