A Koopman framework for rare event simulation in stochastic differential equations

Author(s)
Zhang, Benjamin J; Sahai, Tuhin; Marzouk, Youssef M
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Creative Commons Attribution-NonCommercial-NoDerivs License http://creativecommons.org/licenses/by-nc-nd/4.0/
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Date issued
2022
URI
https://hdl.handle.net/1721.1/145430
Department
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
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
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