Adaptive Multilevel Splitting: Historical Perspective and Recent Results - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Article Dans Une Revue Chaos: An Interdisciplinary Journal of Nonlinear Science Année : 2019

Adaptive Multilevel Splitting: Historical Perspective and Recent Results

Résumé

This article first presents a short historical perpective of the importance splitting approach to simulate and estimate rare events, with a detailed description of several variants. We then give an account of recent theoretical results on these algorithms, including a central limit theorem for Adaptive Multilevel Splitting (AMS). Considering the asymptotic variance in the latter, the choice of the importance function, called the reaction coordinate in molecular dynamics, is also discussed. Finally, we briefly mention some worthwhile applications of AMS in various domains.
Fichier principal
Vignette du fichier
cgr.pdf (439.35 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01936611 , version 1 (27-11-2018)
hal-01936611 , version 2 (24-04-2019)

Identifiants

Citer

Frédéric Cérou, Arnaud Guyader, Mathias Rousset. Adaptive Multilevel Splitting: Historical Perspective and Recent Results. Chaos: An Interdisciplinary Journal of Nonlinear Science, 2019, 29 (4), pp.1-32. ⟨10.1063/1.5082247⟩. ⟨hal-01936611v2⟩
333 Consultations
1328 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More