A Koopman framework for rare event simulation in stochastic differential equations
Name
2101.07330.pdf
Description
Accepted version
Size
4.98 MB
Format
Adobe PDF
Checksum (MD5)
0804361509aa9cbbecc018d89207a318
Author(s)
Zhang, Benjamin J
Sahai, Tuhin
Marzouk, Youssef M
Date Issued
2022
Journal
Journal of Computational Physics
Publisher
Elsevier BV
Citation
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.
Version
Author's final manuscript
MIT Department
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Terms of Use
Creative Commons Attribution-NonCommercial-NoDerivs License
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1016/J.JCP.2022.111025
