Taming chaos to sample rare events: The effect of weak chaos

• Type: Article in International Scientific Journal
• Date: 2019

Authors

Leitao, JC (Author) Other; Lopes, JMVP (Author) FCUP; Altmann, EG (Author) Other

Journal

Title: Chaos

Vol. 29

ISSN: 1054-1500

Publisher: American Institute of Physics

Indexing

ISI Web of Knowledge - 2 Citations

Scopus - 2 Citations

Other information

Authenticus ID: P-00Q-HVJ

DOI: 10.1063/1.5082640

Abstract (EN): Rare events in nonlinear dynamical systems are difficult to sample because of the sensitivity to perturbations of initial conditions and of complex landscapes in phase space. Here, we discuss strategies to control these difficulties and succeed in obtaining an efficient sampling within a Metropolis-Hastings Monte Carlo framework. After reviewing previous successes in the case of strongly chaotic systems, we discuss the case of weakly chaotic systems. We show how different types of nonhyperbolicities limit the efficiency of previously designed sampling methods, and we discuss strategies on how to account for them. We focus on paradigmatic low-dimensional chaotic systems such as the logistic map, the Pomeau-Maneville map, and area-preserving maps with mixed phase space. Published under license by AIP Publishing.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 9