[02188] Rare events of weak noise-driven dynamical systems
Session Time & Room : 3D (Aug.23, 15:30-17:10) @E501
Type : Contributed Talk
Abstract : Real-world dynamical systems can be susceptible to events with a low probability of occurrence but severe repercussions. The aim is to asymptotically quantify the likelihood of these events in dynamical systems represented by stochastic differential equations (SDEs).
First, we will go through the mathematical framework for investigating such situations. Then, we will demonstrate a numerical obstacle when using a rare events method due to diverging the tilting factor, aka Radon-Nikodym derivative. A solution will be proposed and shown using multiple scenarios.
