A Koopman framework for rare event simulation in stochastic differential equations
B. Zhang, Tuhin Sahai, Youssef Marzouk
Topics & Concepts
EigenfunctionMathematicsStochastic differential equationEstimatorRare eventsDynamic mode decompositionOperator (biology)Applied mathematicsStochastic partial differential equationImportance samplingNonlinear systemObservableSampling (signal processing)Event (particle physics)Partial differential equationMathematical analysisComputer scienceMonte Carlo methodStatisticsGeneTranscription factorBiochemistryRepressorEigenvalues and eigenvectorsChemistryPhysicsMachine learningQuantum mechanicsFilter (signal processing)Computer visionModel Reduction and Neural NetworksProbabilistic and Robust Engineering DesignNuclear reactor physics and engineering