Publications (48)
Importance sampling in path space for diffusion processes with slow-fast variables
Carsten Hartmann, Christof Schütte, Marcus Weber +1
Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling i…
Mean-field optimal control with stochastic leaders
Sebastian Zimper, Ana Djurdjevac, Carsten Hartmann +2
The paper analyzes large stochastic agent systems steered by a few stochastic leaders, derives a partial mean‑field limit described by a coupled McKean‑Vlasov and controlled Itô SD…
Energetic characterisation of transient clustering dynamics in aggregation-diffusion systems
Nathalie Wehlitz, Richard Scherzer, Carsten Hartmann +1
We investigate transient clustering dynamics in nonlocal aggregation-diffusion systems from an energetic perspective. Starting from a stochastic interacting particle system, we stu…
Impact of Market Reforms on Deterministic Frequency Deviations in the European Power Grid
Philipp C. Böttcher, Carsten Hartmann, Andrea Benigni +2
Deterministic frequency deviations (DFDs) are systematic and predictable excursions of grid frequency that arise from synchronized generation ramps induced by electricity market sc…
Importance sampling of unbounded random stopping times: computing committor functions and exit rates without reweighting
Carsten Hartmann, Annika Jöster, Christof Schütte +2
Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare tra…
Towards Quantum Algorithms for the Optimization of Spanning Trees: The Power Distribution Grids Use Case
Carsten Hartmann, Nil Rodellas-Grà cia, Christian Wallisch +5
Optimizing the topology of networks is an important challenge across engineering disciplines. In energy systems, network reconfiguration can substantially reduce losses and costs a…