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 …
S Tong, G Stadler - SIAM/ASA Journal on Uncertainty Quantification, 2023 - SIAM
We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach …
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 …
YM Ducimetière, E Boujo, F Gallaire - Physical Review Fluids, 2024 - APS
We consider fluid flows, governed by the Navier-Stokes equations, subject to a steady symmetry-breaking bifurcation and forced by a weak noise acting on a slow timescale. By …
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 …
E Simonnet - Journal of Computational Physics, 2023 - Elsevier
Predicting the occurrence of rare and extreme events in complex systems is a fundamental problem in non-equilibrium physics. These events can have huge impacts on human …
The advection and mixing of a scalar quantity by fluid flow is an important problem in engineering and natural sciences. The statistics of the passive scalar exhibit complex …