Application of adaptive multilevel splitting to high-dimensional dynamical systems
Journal of Computational Physics(2021)
Abstract
•Probabilities are computed for a system of stochastic partial differential equations.•Transition probabilities can be computed more efficiently using a projected approach.•The projected time stepping approach reduces memory usage by 97%.•The probability of an Atlantic ocean circulation collapse can now be computed.
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Key words
Rare transitions,Multilevel splitting,Model order reduction,Stochastic dynamical systems,Ocean circulation
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