Distance correlation detecting Lyapunov instabilities, noise-induced escape times and mixing

CFO Mendes, MW Beims - Physica A: Statistical Mechanics and its …, 2018 - Elsevier
The properties of the statistical method of distance correlation between multivariate data are
analysed in the context of nonlinear dynamical systems. The distance correlation between …

Importance sampling of rare events in chaotic systems

JC Leitao, JMV Parente Lopes, EG Altmann - The European Physical …, 2017 - Springer
Finding and sampling rare trajectories in dynamical systems is a difficult computational task
underlying numerous problems and applications. In this paper we show how to construct …

Taming chaos to sample rare events: The effect of weak chaos

JC Leitão, JMVP Lopes, EG Altmann - Chaos: An Interdisciplinary …, 2019 - pubs.aip.org
Rare events in nonlinear dynamical systems are difficult to sample because of the sensitivity
to perturbations of initial conditions and of complex landscapes in phase space. Here, we …