Rare event computation in deterministic chaotic systems using genealogical particle analysis

Wouters, J. ORCID: https://orcid.org/0000-0001-5418-7657 and Bouchet, F. (2016) Rare event computation in deterministic chaotic systems using genealogical particle analysis. Journal of Physics A: Mathematical and Theoretical, 49 (37). 374002. ISSN 1751-8121 doi: 10.1088/1751-8113/49/37/374002

Abstract/Summary

In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in deterministic dynamical systems. We demonstrate that genealogical particle analysis algorithms can be successfully applied to a toy model of atmospheric dynamics, the Lorenz '96 model. We furthermore use the Ornstein–Uhlenbeck system to illustrate a number of implementation issues. We also show how a time-dependent objective function based on the fluctuation path to a high threshold can greatly improve the performance of the estimator compared to a fixed-in-time objective function.

Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/81415
Identification Number/DOI	10.1088/1751-8113/49/37/374002
Refereed	Yes
Divisions	No Reading authors. Back catalogue items Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
Publisher	IOP
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