论文标题

适用于自适应多级分裂到高维动力系统

Application of Adaptive Multilevel Splitting to High-Dimensional Dynamical Systems

论文作者

Baars, S., Castellana, D., Wubs, F. W., Dijkstra, H. A.

论文摘要

随机非线性动力学系统可以相对于强迫的变化进行快速过渡,例如,由于出现了特定参数间隔的多个平衡溶液。在本文中,我们修改了一种开发的方法之一,以计算此类过渡的概率,轨迹自适应的多层次采样(TAMS),以便能够将其应用于高维系统。关键创新是一种预测的时间步变方法,可导致计算成本尤其大大降低,特别是记忆使用情况。通过大西洋循环崩溃的例子,研究了这种新实施的TAM实施的性能。

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we modify one of the methods developed to compute probabilities of such transitions, Trajectory-Adaptive Multilevel Sampling (TAMS), to be able to apply it to high-dimensional systems. The key innovation is a projected time-stepping approach, which leads to a strong reduction in computational costs, in particular memory usage. The performance of this new implementation of TAMS is studied through an example of the collapse of the Atlantic Ocean Circulation.

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