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math.PR2022
Importance Sampling for the Empirical Measure of Weakly Interacting Diffusions
Zachary Bezemek, Max Heldman
We construct an importance sampling method for computing statistics related to rare events for weakly interacting diffusions. Standard Monte Carlo methods behave exponentially poor…
math.PR2022
Fluctuation analysis for particle-based stochastic reaction-diffusion models
Max Heldman, Samuel Isaacson, Jingwei Ma +1
Recent works have derived and proven the large-population mean-field limit for several classes of particle-based stochastic reaction-diffusion (PBSRD) models. These limits correspo…