相关论文: Emergence and mitigation of extreme events in a pa…
This research investigates the dynamics of a forced Lienard oscillator featuring asymmetric potential wells. We provide compelling evidence of extreme events (EE) in the system by manipulating the height of the potential well. In the case…
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…
We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain…
Fluctuations in systems away from thermal equilibrium have features that have no analog in equilibrium systems. One of such features concerns large rare excursions far from the stable state in the space of dynamical variables. For…
This paper proposes the incorporation of static event-triggered control in the actuation path of Newton-based extremum seeking and its comparison with the earlier gradient version. As in the continuous methods, the convergence rate of the…
This note addresses the relevance of rare events in system dynamics, inspired by Jill North reflections on the origin of the arrow of time in thermodynamics. After identifying the existence of rare events, characterized by a Pareto…
Max-stable processes are the natural extension of the classical extreme-value distributions to the functional setting, and they are increasingly widely used to estimate probabilities of complex extreme events. In this paper we broaden them…
Extreme events jeopardize power network operations, causing beyond-design failures and massive supply interruptions. Existing market designs fail to internalize and systematically assess the risk of extreme and rare events. Efficiently…
We study a persistent exclusion process with time-periodic external potential on a 1d periodic lattice through numerical simulations. A set of run-and-tumble particles move on a lattice of length $L$ and tumbling probability $\gamma \ll 1$…
We study a convex optimization framework for bounding extreme events in nonlinear dynamical systems governed by ordinary or partial differential equations (ODEs or PDEs). This framework bounds from above the largest value of an observable…
We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…
Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…
Many scientific and engineering problems require accurate models of dynamical systems with rare and extreme events. Such problems present a challenging task for data-driven modelling, with many naive machine learning methods failing to…
The prediction and control of rare events is an important task in disciplines that range from physics and biology, to economics and social science. The Big Jump principle deals with a peculiar aspect of the mechanism that drives rare…
Waves traveling through random media exhibit random focusing that leads to extremely high wave intensities even in the absence of nonlinearities. Although such extreme events are present in a wide variety of physical systems and the…
We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…
The masses of data now available have opened up the prospect of discovering weak signals using machine-learning algorithms, with a view to predictive or interpretation tasks. As this survey of recent results attempts to show, bringing…
We consider exit problems for small white noise perturbations of a dynamical system generated by a vector field, and a domain containing a critical point with all positive eigenvalues of linearization. We prove that, in the vanishing noise…
Understanding and predicting uncertain things are the central themes of scientific evolution. Human beings revolve around these fears of uncertainties concerning various aspects like a global pandemic, health, finances, to name but a few.…
In this paper we provide a connection between the geometrical properties of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the…