Forward flux sampling for rare event simulations

RJ Allen, C Valeriani… - Journal of physics …, 2009 - iopscience.iop.org
Rare events are ubiquitous in many different fields, yet they are notoriously difficult to
simulate because few, if any, events are observed in a conventional simulation run. Over the …

[BOOK][B] Theory and applications of stochastic processes: an analytical approach

Z Schuss - 2009 - books.google.com
Stochastic processes and diffusion theory are the mathematical underpinnings of many
scientific disciplines, including statistical physics, physical chemistry, molecular biophysics …

Singularities in large deviation functions

Y Baek, Y Kafri - Journal of Statistical Mechanics: Theory and …, 2015 - iopscience.iop.org
Large deviation functions of configurations exhibit very different behaviors in and out of
thermal equilibrium. In particular, they exhibit singularities in a broad range of non …

The geometric minimum action method: A least action principle on the space of curves

M Heymann, E Vanden‐Eijnden - Communications on Pure …, 2008 - Wiley Online Library
Freidlin‐Wentzell theory of large deviations for the description of the effect of small random
perturbations on dynamical systems is exploited as a numerical tool. Specifically, a …

Deep learning framework for solving Fokker–Planck equations with low-rank separation representation

H Zhang, Y Xu, Q Liu, Y Li - Engineering Applications of Artificial …, 2023 - Elsevier
An insightful deep learning framework is proposed to solve the well-known Fokker–Planck
(FP) equations that quantify the evolution of the probability density function. It efficiently …

Forward flux sampling-type schemes for simulating rare events: Efficiency analysis

RJ Allen, D Frenkel, PR Ten Wolde - The Journal of chemical physics, 2006 - pubs.aip.org
We analyze the efficiency of several simulation methods which we have recently proposed
for calculating rate constants for rare events in stochastic dynamical systems in or out of …

Limiting exit location distributions in the stochastic exit problem

RS Maier, DL Stein - SIAM Journal on Applied Mathematics, 1997 - SIAM
Consider a two-dimensional continuous-time dynamical system, with an attracting fixed point
S. If the deterministic dynamics are perturbed by white noise (random perturbations) of …

A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise

Y Li, J Duan - Physica D: Nonlinear Phenomena, 2021 - Elsevier
With the rapid increase of valuable observational, experimental and simulating data for
complex systems, much effort is being devoted to discovering governing laws underlying the …

Analogue studies of nonlinear systems

DG Luchinsky, PVE McClintock… - Reports on Progress in …, 1998 - iopscience.iop.org
The design of analogue electronic experiments to investigate phenomena in nonlinear
dynamics, especially stochastic phenomena, is described in practical terms. The advantages …

Fluctuational phase-flip transitions in parametrically driven oscillators

MI Dykman, CM Maloney, VN Smelyanskiy… - Physical Review E, 1998 - APS
We analyze the rates of noise-induced transitions between period-two attractors. The model
investigated is an underdamped oscillator parametrically driven by a field at nearly twice the …