Rare event computation in deterministic chaotic systems using genealogical particle analysis

@article{Wouters2015RareEC,
  title={Rare event computation in deterministic chaotic systems using genealogical particle analysis},
  author={Jeroen Wouters and Freddy Bouchet},
  journal={arXiv: Statistical Mechanics},
  year={2015}
}
  • J. Wouters, F. Bouchet
  • Published 2015
  • Mathematics, Computer Science, Physics
  • arXiv: Statistical Mechanics
In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in determin-istic dynamical systems. We demonstrate that the 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… Expand
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