437 citations
- University of CyprusCY163 papers
- Deutsches Elektronen-Synchrotron DESYDE82 papers
- John von Neumann Institute for ComputingDE66 papers
- University of BonnDE66 papers
- Humboldt-Universität zu BerlinDE44 papers
- Temple UniversityUS41 papers
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- Massachusetts Institute of TechnologyUS34 papers
- University of Rome Tor VergataIT25 papers
- Centre National de la Recherche ScientifiqueFR19 papers
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- Adam Mickiewicz University in PoznańPL18 papers
Showing 2018 · physics.comp-phShow all
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physics.comp-ph2018★ 21 cited
Instanton based importance sampling for rare events in stochastic PDEs
Lasse Ebener, Georgios Margazoglou, Jan Friedrich +2
We present a new method for sampling rare and large fluctuations in a non-equilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To…
physics.comp-ph2018★ 10 cited
A Hybrid Monte Carlo algorithm for sampling rare events in space-time histories of stochastic fields
G. Margazoglou, L. Biferale, R. Grauer +4
We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochasti…