Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that are responsible for intermittency in a turbulent liquid, the active regions that allow a supercooled liquid to flow…. Simulating them in an efficient, accelerated way, is in fact quite simple.In this paper we review a computational technique to study such rare events in both stochastic and Hamiltonian systems. The method is based on the evolution of a family of copies of the system which are replicated or killed in such a way as to favor the realization of the atypical trajectories. We illustrate this with various examples.

Simulating Rare Events in Dynamical Processes / Giardina', Cristian; Jorge, Kurchan; Vivien, Lecomte; Julien, Tailleur. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - STAMPA. - 145:4(2011), pp. 787-811. [10.1007/s10955-011-0350-4]

Simulating Rare Events in Dynamical Processes

GIARDINA', Cristian;
2011

Abstract

Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that are responsible for intermittency in a turbulent liquid, the active regions that allow a supercooled liquid to flow…. Simulating them in an efficient, accelerated way, is in fact quite simple.In this paper we review a computational technique to study such rare events in both stochastic and Hamiltonian systems. The method is based on the evolution of a family of copies of the system which are replicated or killed in such a way as to favor the realization of the atypical trajectories. We illustrate this with various examples.
2011
145
4
787
811
Simulating Rare Events in Dynamical Processes / Giardina', Cristian; Jorge, Kurchan; Vivien, Lecomte; Julien, Tailleur. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - STAMPA. - 145:4(2011), pp. 787-811. [10.1007/s10955-011-0350-4]
Giardina', Cristian; Jorge, Kurchan; Vivien, Lecomte; Julien, Tailleur
File in questo prodotto:
File Dimensione Formato  
Simulating rare events in dynamical processes.pdf

Accesso riservato

Tipologia: Versione dell'autore revisionata e accettata per la pubblicazione
Dimensione 1.32 MB
Formato Adobe PDF
1.32 MB Adobe PDF   Visualizza/Apri   Richiedi una copia
Pubblicazioni consigliate

Licenza Creative Commons
I metadati presenti in IRIS UNIMORE sono rilasciati con licenza Creative Commons CC0 1.0 Universal, mentre i file delle pubblicazioni sono rilasciati con licenza Attribuzione 4.0 Internazionale (CC BY 4.0), salvo diversa indicazione.
In caso di violazione di copyright, contattare Supporto Iris

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11380/689450
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 146
  • ???jsp.display-item.citation.isi??? 146
social impact