23 citations · 93 across the 12 of their papers we have counts for
3 papers · 1 filter
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…