𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An efficient surrogate-based method for computing rare failure probability

✍ Scribed by Jing Li; Jinglai Li; Dongbin Xiu

Book ID
113695182
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
300 KB
Volume
230
Category
Article
ISSN
0021-9991

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Computing probabilities of very rare eve
Computing probabilities of very rare events for Langevin processes: a new method based on importance sampling
✍ O. Mazonka; C. JarzyΕ„ski; J. BΕ‚ocki πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 917 KB

Langevin equations are used to model many processes of physical interest, including low-energy nuclear collisions. In this paper we develop a general method for computing probabilities of very rare events (e.g. small fusion cross-sections) for processes described by Langevin dynamics. As we demonstr

An efficient QR based method for the com
An efficient QR based method for the computation of Lyapunov exponents
✍ Hubertus F. von Bremen; Firdaus E. Udwadia; Wlodek Proskurowski πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 718 KB

An efficient and numerically stable method to determine all the Lyapunov characteristic exponents of a dynamical system is developed. Numerical experiments are presented highlighting some aspects of convergence, accuracy and efficiency in the computation of the Lyapunov characteristic exponents.