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  Taming chaos to sample rare events: The effect of weak chaos

Leitão, J. C., Lopes, J. M. V. P., & Altmann, E. G. (2019). Taming chaos to sample rare events: The effect of weak chaos. Chaos, 29(4): 043113. doi:10.1063/1.5082640.

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 Creators:
Leitão, Jorge C.1, Author           
Lopes, Joao M. V. P.2, Author
Altmann, Eduardo G.1, Author           
Affiliations:
1Max Planck Institute for the Physics of Complex Systems, Max Planck Society, ou_2117288              
2external, ou_persistent22              

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 MPIPKS: Stochastic processes
 Abstract: Rare events in nonlinear dynamical systems are difficult to sample because of the sensitivity to perturbations of initial conditions and of complex landscapes in phase space. Here, we discuss strategies to control these difficulties and succeed in obtaining an efficient sampling within a Metropolis-Hastings Monte Carlo framework. After reviewing previous successes in the case of strongly chaotic systems, we discuss the case of weakly chaotic systems. We show how different types of nonhyperbolicities limit the efficiency of previously designed sampling methods, and we discuss strategies on how to account for them. We focus on paradigmatic low-dimensional chaotic systems such as the logistic map, the Pomeau-Maneville map, and area-preserving maps with mixed phase space. Published under license by AIP Publishing.

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 Dates: 2019-04-162019-04-01
 Publication Status: Issued
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 Identifiers: ISI: 000466616500018
DOI: 10.1063/1.5082640
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Title: Chaos
  Other : Chaos : an interdisciplinary journal of nonlinear science
Source Genre: Journal
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Publ. Info: Woodbury, NY : American Institute of Physics
Pages: - Volume / Issue: 29 (4) Sequence Number: 043113 Start / End Page: - Identifier: ISSN: 1054-1500
CoNE: https://pure.mpg.de/cone/journals/resource/954922836228