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Sequential sampling strategy for extreme event statistics in nonlinear dynamical systems

We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems from a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the “next-best” data point (set of parameters) that when evaluated...

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發表在:Proc Natl Acad Sci U S A
Main Authors: Mohamad, Mustafa A., Sapsis, Themistoklis P.
格式: Artigo
語言:Inglês
出版: National Academy of Sciences 2018
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在線閱讀:https://ncbi.nlm.nih.gov/pmc/articles/PMC6217378/
https://ncbi.nlm.nih.gov/pubmed/30327341
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1813263115
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