- Series
- Applied and Computational Mathematics Seminar
- Time
- Monday, April 17, 2017 - 2:00pm for 1 hour (actually 50 minutes)
- Location
- Skiles 005
- Speaker
- Dr. Andre Souza – Georgia Tech – andre.souza@math.gatech.edu
- Organizer
- Molei Tao
In this talk we discuss how to find probabilities of extreme events in stochastic differential equations. One approach to calculation would be to perform a large number of simulations and gather statistics, but an efficient alternative is to minimize Freidlin-Wentzell action. As a consequence of the analysis one also determines the most likely trajectory that gave rise to the extreme event. We apply this approach to stochastic systems whose deterministic behavior exhibit chaos (Lorenz and Kuramoto-Sivashinsky equations), comment on the observed behavior, and discuss.