Importance sampling of rare events in chaotic systems

• Tipo: Artigo em Revista Científica Internacional
• Data: 2017

Autores

Leitao, JC (Autor) Outra; Lopes, JMVP (Autor) FCUP; Altmann, EG (Autor) Outra

Revista

Título: European Physical Journal B

Vol. 90

ISSN: 1434-6028

Editora: Springer Nature

Indexação

ISI Web of Knowledge - 5 Citações

Scopus - 5 Citações

Outras Informações

ID Authenticus: P-00N-2S1

DOI: 10.1140/epjb/e2017-80054-3

Abstract (EN): Finding and sampling rare trajectories in dynamical systems is a difficult computational task underlying numerous problems and applications. In this paper we show how to construct MetropolisHastings Monte-Carlo methods that can efficiently sample rare trajectories in the (extremely rough) phase space of chaotic systems. As examples of our general framework we compute the distribution of finite-time Lyapunov exponents (in different chaotic maps) and the distribution of escape times (in transient-chaos problems). Our methods sample exponentially rare states in polynomial number of samples (in both low-and high-dimensional systems).

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 23