A Koopman framework for rare event simulation in stochastic differential equations
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Elsevier BV
2022
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| Online Access: | https://hdl.handle.net/1721.1/145430 |
| _version_ | 1811088569025953792 |
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| author | Zhang, Benjamin J Sahai, Tuhin Marzouk, Youssef M |
| author2 | Massachusetts Institute of Technology. Department of Aeronautics and Astronautics |
| author_facet | Massachusetts Institute of Technology. Department of Aeronautics and Astronautics Zhang, Benjamin J Sahai, Tuhin Marzouk, Youssef M |
| author_sort | Zhang, Benjamin J |
| collection | MIT |
| first_indexed | 2024-09-23T14:04:06Z |
| format | Article |
| id | mit-1721.1/145430 |
| institution | Massachusetts Institute of Technology |
| language | English |
| last_indexed | 2024-09-23T14:04:06Z |
| publishDate | 2022 |
| publisher | Elsevier BV |
| record_format | dspace |
| spelling | mit-1721.1/1454302024-09-18T04:49:39Z A Koopman framework for rare event simulation in stochastic differential equations Zhang, Benjamin J Sahai, Tuhin Marzouk, Youssef M Massachusetts Institute of Technology. Department of Aeronautics and Astronautics 2022-09-15T15:57:35Z 2022-09-15T15:57:35Z 2022 2022-09-15T15:42:56Z Article http://purl.org/eprint/type/JournalArticle https://hdl.handle.net/1721.1/145430 Zhang, Benjamin J, Sahai, Tuhin and Marzouk, Youssef M. 2022. "A Koopman framework for rare event simulation in stochastic differential equations." Journal of Computational Physics, 456. en 10.1016/J.JCP.2022.111025 Journal of Computational Physics Creative Commons Attribution-NonCommercial-NoDerivs License http://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf Elsevier BV arXiv |
| spellingShingle | Zhang, Benjamin J Sahai, Tuhin Marzouk, Youssef M A Koopman framework for rare event simulation in stochastic differential equations |
| title | A Koopman framework for rare event simulation in stochastic differential equations |
| title_full | A Koopman framework for rare event simulation in stochastic differential equations |
| title_fullStr | A Koopman framework for rare event simulation in stochastic differential equations |
| title_full_unstemmed | A Koopman framework for rare event simulation in stochastic differential equations |
| title_short | A Koopman framework for rare event simulation in stochastic differential equations |
| title_sort | koopman framework for rare event simulation in stochastic differential equations |
| url | https://hdl.handle.net/1721.1/145430 |
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