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Rare Event Sampling In Applied Stochastic Dynamical Systems, Yiming Yu

Dissertations

Predicting rare events is a challenging problem in many complex systems arising in physics, chemistry, biology, and materials science. Simulating rare events is often prohibitive in such systems due to their high dimensionality and the numerical cost of their simulation, yet analytical expressions for rare event probabilities are usually not available. This dissertation tackles the problem of approximation of the probability of rare catastrophic events in optical communication systems and spin-torque magnetic nanodevices. With the application of the geometric minimum action method, the probability of pulse position shifts or other parameter changes in a model of an actively mode-locked laser …