Gel'fand-Yaglom type equations for calculating fluctuations around Instantons in stochastic systems

no code implementations • 8 Mar 2021 • Timo Schorlepp, Tobias Grafke, Rainer Grauer

In recent years, instanton calculus has successfully been employed to estimate tail probabilities of rare events in various stochastic dynamical systems.

Statistical Mechanics Fluid Dynamics

Sharp Asymptotic Estimates for Expectations, Probabilities, and Mean First Passage Times in Stochastic Systems with Small Noise

no code implementations • 8 Mar 2021 • Tobias Grafke, Tobias Schäfer, Eric Vanden-Eijnden

Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem.

Statistical Mechanics Optimization and Control Probability Fluid Dynamics

Dynamical Landscape and Multistability of a Climate Model

no code implementations • 20 Oct 2020 • Georgios Margazoglou, Tobias Grafke, Alessandro Laio, Valerio Lucarini

We apply two independent data analysis methodologies to locate stable climate states in an intermediate complexity climate model and analyze their interplay.