Zobrazeno 1 - 2
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pro vyhledávání: '"Shanyin Tong"'
Publikováno v:
SIAM Journal on Optimization. 32:930-958
Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system. The low probability and rare occurrence of such events, however, impose severe sampling and com
We propose and compare methods for the estimation of extreme event probabilities in complex systems governed by PDEs. Our approach is guided by ideas from large deviation theory (LDT) and borrows tools from PDE-constrained optimization. The systems u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe3e513300f533967c807c733cbba729
http://arxiv.org/abs/2007.13930
http://arxiv.org/abs/2007.13930