39 citations · 180 across the 10 of their papers we have counts for
3 papers · 1 filter
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…
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…
Multiscale velocity correlations in turbulence and Burgers turbulence: Fusion rules, Markov processes in scale, and multifractal predictions
Jan Friedrich, Georgios Margazoglou, Luca Biferale +1
We compare different approaches towards an effective description of multi-scale velocity field correlations in turbulence. Predictions made by the operator product expansion, the s…