23 citations · 93 across the 12 of their papers we have counts for
14 papers
Beyond exponential tilting: sharp asymptotics and improved importance sampling for rare events
Mingxin Li, Hans Reimann, Timo Schorlepp +1
A classical approach for importance sampling (IS) of a rare event is to tilt the measure using its large deviation minimizer, thereby shifting the proposal mean towards the event s…
How turbulent flows grow vorticity at a point
Timo Schorlepp, Vladimir Rosenhaus, Gregory Falkovich
We describe how strong vorticity fluctuations appear in three-dimensional incompressible turbulence driven by a large-scale random force. By combining analytical and numerical meth…
First-Order Trajectory Matching: Fast Ensemble Predictions of Chaotic, Turbulent, Stochastic Systems
Shreya Jha, Timo Schorlepp, Nicholas Geissler +2
We introduce First-Order Trajectory Matching (FTM), a surrogate-modeling method that learns the first-order local transport of probability mass from trajectories of stochastic syst…
Intermittency from instanton calculus at the transition to turbulence and fusion rules
Timo Schorlepp, Rainer Grauer
Understanding intermittency of turbulent systems from the underlying differential equations is an outstanding problem in fluid dynamics. Here, in the example of Burgers turbulence…
Precise asymptotic analysis of Sobolev training for random feature models
Katharine E Fisher, Matthew TC Li, Youssef Marzouk +1
Gradient information is widely useful and available in applications, and is therefore natural to include in the training of neural networks. Yet little is known theoretically about…
Synthetic Turbulence via an Instanton Gas Approximation
Timo Schorlepp, Katharina Kormann, Jeremiah Lübke +2
Sampling synthetic turbulent fields as a computationally tractable surrogate for direct numerical simulations (DNS) is an important practical problem in various applications, and a…
Scalability of the second-order reliability method for stochastic differential equations with multiplicative noise
Timo Schorlepp, Tobias Grafke
We show how to efficiently compute asymptotically sharp estimates of extreme event probabilities in stochastic differential equations (SDEs) with small multiplicative Brownian nois…
Systematic analysis of critical exponents in continuous dynamical phase transitions of weak noise theories
Timo Schorlepp, Ohad Shpielberg
Dynamical phase transitions are nonequilibrium counterparts of thermodynamic phase transitions and share many similarities with their equilibrium analogs. In continuous phase trans…
Short-time large deviations of the spatially averaged height of a KPZ interface on a ring
Timo Schorlepp, Pavel Sasorov, Baruch Meerson
Using the optimal fluctuation method, we evaluate the short-time probability distribution of the spatially averaged height $\bar{H} = (1/L) \int_0^L h(x, t=T)…
Scalable Methods for Computing Sharp Extreme Event Probabilities in Infinite-Dimensional Stochastic Systems
Timo Schorlepp, Shanyin Tong, Tobias Grafke +1
We introduce and compare computational techniques for sharp extreme event probability estimates in stochastic differential equations with small additive Gaussian noise. In particul…
Symmetries and zero modes in sample path large deviations
Timo Schorlepp, Tobias Grafke, Rainer Grauer
Sharp large deviation estimates for stochastic differential equations with small noise, based on minimizing the Freidlin-Wentzell action functional under appropriate boundary condi…
Spontaneous Symmetry Breaking for Extreme Vorticity and Strain in the 3D Navier-Stokes Equations
Timo Schorlepp, Tobias Grafke, Sandra May +1
We investigate the spatio-temporal structure of the most likely configurations realising extremely high vorticity or strain in the stochastically forced 3D incompressible Navier-St…
Gel'fand-Yaglom type equations for calculating fluctuations around Instantons in stochastic systems
Timo Schorlepp, Tobias Grafke, Rainer Grauer
In recent years, instanton calculus has successfully been employed to estimate tail probabilities of rare events in various stochastic dynamical systems. Without further correction…
Solenoidal Improvements for the JF12 Galactic Magnetic Field Model
Jens Kleimann, Timo Schorlepp, Lukas Merten +1
The popular JF12 analytic model by Jansson & Farrar provides a quantitative description of the Galaxy's large-scale magnetic field, which is widely used in various astrophysical ap…