Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems

Keyphrases

• Infinite Dimension 100%
• Extreme Events 100%
• Stochastic Systems 100%
• Event Probability 100%
• Scalable Methods 100%
• Probability Estimates 66%
• Large Deviations 33%
• Path Space 33%
• Stochastic Differential Equations 33%
• Random Variables 33%
• Fredholm Determinant 33%
• Three-dimensional (3D) 33%
• Differential Equations 33%
• Optimization Problem 33%
• Covariance 33%
• Second Derivative 33%
• High-dimensional Systems 33%
• Numerical Algorithms 33%
• Gaussian Process 33%
• Additive White Gaussian Noise 33%
• Single Realization 33%
• Computational Techniques 33%
• Stochastic Partial Differential Equations 33%
• Spatial Refinement 33%
• NavierStokes Equations 33%
• Python Implementation 33%
• Exponential Scaling 33%
• Transition Tube 33%
• Laplace Method 33%
• Derivative Operator 33%
• Small Additives 33%
• Gaussian Integral 33%
• Stochastic Differential 33%

Mathematics

• Laplace Method 50%