We introduce and compare computational techniques for sharp extreme event probability estimates in stochastic differential equations with small additive Gaussian noise. In …
Sharp large deviation estimates for stochastic differential equations with small noise, based on minimizing the Freidlin–Wentzell action functional under appropriate boundary …
We investigate the spatio-temporal structure of the most likely configurations realizing extremely high vorticity or strain in the stochastically forced three-dimensional …
NR Smith - Physica A: Statistical Mechanics and its Applications, 2024 - Elsevier
We study the fluctuations of the area A=∫ 0 T x (t) dt under a one-dimensional Brownian motion x (t) in a trapping potential∼| x|, at long times T→∞. We find that typical fluctuations …
Short-time large deviations of the spatially averaged height of a Kardar–Parisi–Zhang interface on a ring - IOPscience This site uses cookies. By continuing to use this site you agree to our …
We discuss the role of particular velocity field configurations–instantons, for short–which are supposed to dominate the flow during the occurrence of extreme turbulent circulation events …
Using the optimal fluctuation method, we evaluate the short-time probability distribution $ P (\bar {H}, L, t= T) $ of the spatially averaged height $\bar {H}=(1/L)\int_0^ L h (x, t= T)\, dx $ of …
Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important …