Improvements to the use of the Trajectory-Adaptive Multilevel Sampling algorithm for the study of rare events
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Published:2021-02-24
Issue:1
Volume:28
Page:135-151
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ISSN:1607-7946
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Container-title:Nonlinear Processes in Geophysics
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language:en
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Short-container-title:Nonlin. Processes Geophys.
Author:
Wang PascalORCID, Castellana Daniele, Dijkstra Henk A.
Abstract
Abstract. The Trajectory-Adaptive Multilevel Sampling (TAMS) is a promising method to determine probabilities of noise-induced transition in multi-stable high-dimensional dynamical systems. In this paper, we focus on two improvements of the current algorithm related to (i) the choice of the target set and (ii) the formulation of the score function. In particular, we use confidence ellipsoids determined from linearised dynamics in the choice of the target set. Furthermore, we define a score function based on empirical transition paths computed at relatively high noise levels. The suggested new TAMS method is applied to two typical problems illustrating the benefits of the modifications.
Funder
European Commission
Publisher
Copernicus GmbH
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