{"id":"https://openalex.org/W4387608977","doi":"https://doi.org/10.1007/s11222-023-10307-2","title":"Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems","display_name":"Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems","publication_year":2023,"publication_date":"2023-10-13","ids":{"openalex":"https://openalex.org/W4387608977","doi":"https://doi.org/10.1007/s11222-023-10307-2"},"language":"en","primary_location":{"id":"doi:10.1007/s11222-023-10307-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-023-10307-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-023-10307-2.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s11222-023-10307-2.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5017531939","display_name":"Timo Schorlepp","orcid":"https://orcid.org/0000-0002-9143-8854"},"institutions":[{"id":"https://openalex.org/I904495901","display_name":"Ruhr University Bochum","ror":"https://ror.org/04tsk2644","country_code":"DE","type":"education","lineage":["https://openalex.org/I904495901"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Timo Schorlepp","raw_affiliation_strings":["Institute for Theoretical Physics I, Ruhr University Bochum, Bochum, Germany"],"raw_orcid":"https://orcid.org/0000-0002-9143-8854","affiliations":[{"raw_affiliation_string":"Institute for Theoretical Physics I, Ruhr University Bochum, Bochum, Germany","institution_ids":["https://openalex.org/I904495901"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5032805069","display_name":"Shanyin Tong","orcid":"https://orcid.org/0000-0001-5447-0233"},"institutions":[{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Shanyin Tong","raw_affiliation_strings":["Department of Applied Physics and Applied Mathematics, Columbia University, New York, NY, USA"],"raw_orcid":"https://orcid.org/0000-0001-5447-0233","affiliations":[{"raw_affiliation_string":"Department of Applied Physics and Applied Mathematics, Columbia University, New York, NY, USA","institution_ids":["https://openalex.org/I78577930"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5084177125","display_name":"Tobias Grafke","orcid":"https://orcid.org/0000-0003-0839-676X"},"institutions":[{"id":"https://openalex.org/I39555362","display_name":"University of Warwick","ror":"https://ror.org/01a77tt86","country_code":"GB","type":"education","lineage":["https://openalex.org/I39555362"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Tobias Grafke","raw_affiliation_strings":["Mathematics Institute, University of Warwick, Coventry, UK"],"raw_orcid":"https://orcid.org/0000-0003-0839-676X","affiliations":[{"raw_affiliation_string":"Mathematics Institute, University of Warwick, Coventry, UK","institution_ids":["https://openalex.org/I39555362"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5012373865","display_name":"Georg Stadler","orcid":"https://orcid.org/0000-0001-7762-6544"},"institutions":[{"id":"https://openalex.org/I36672615","display_name":"Courant Institute of Mathematical Sciences","ror":"https://ror.org/037tm7f56","country_code":"US","type":"education","lineage":["https://openalex.org/I36672615","https://openalex.org/I57206974"]},{"id":"https://openalex.org/I57206974","display_name":"New York University","ror":"https://ror.org/0190ak572","country_code":"US","type":"education","lineage":["https://openalex.org/I57206974"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Georg Stadler","raw_affiliation_strings":["Courant Institute of Mathematical Sciences, New York University, New York, NY, USA"],"raw_orcid":"https://orcid.org/0000-0001-7762-6544","affiliations":[{"raw_affiliation_string":"Courant Institute of Mathematical Sciences, New York University, New York, NY, USA","institution_ids":["https://openalex.org/I36672615","https://openalex.org/I57206974"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5017531939"],"corresponding_institution_ids":["https://openalex.org/I904495901"],"apc_list":{"value":2090,"currency":"EUR","value_usd":2690},"apc_paid":{"value":2090,"currency":"EUR","value_usd":2690},"fwci":1.7691,"has_fulltext":true,"cited_by_count":7,"citation_normalized_percentile":{"value":0.86481859,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":97},"biblio":{"volume":"33","issue":"6","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.9876000285148621,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9722999930381775,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6451808214187622},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5165532827377319},{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.48148953914642334},{"id":"https://openalex.org/keywords/partial-differential-equation","display_name":"Partial differential equation","score":0.45755305886268616},{"id":"https://openalex.org/keywords/ordinary-differential-equation","display_name":"Ordinary differential equation","score":0.44012731313705444},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.42806506156921387},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.41894298791885376},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.41505861282348633},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.4137776494026184},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.3197970986366272},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.21062788367271423}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6451808214187622},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5165532827377319},{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.48148953914642334},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.45755305886268616},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.44012731313705444},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.42806506156921387},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.41894298791885376},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.41505861282348633},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.4137776494026184},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.3197970986366272},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.21062788367271423},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s11222-023-10307-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-023-10307-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-023-10307-2.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},{"id":"pmh:oai:wrap.warwick.ac.uk:180108","is_oa":true,"landing_page_url":null,"pdf_url":"https://wrap.warwick.ac.uk/180108/2/WRAP-scalable-methods-computing-sharp-extreme-event-probabilities-infinite-dimensional-stochastic-systems-2023.pdf","source":{"id":"https://openalex.org/S4306400665","display_name":"Warwick Research Archive Portal (University of Warwick)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I39555362","host_organization_name":"University of Warwick","host_organization_lineage":["https://openalex.org/I39555362"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"}],"best_oa_location":{"id":"doi:10.1007/s11222-023-10307-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-023-10307-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-023-10307-2.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G3610406450","display_name":"Large deviation techniques for model coarse graining","funder_award_id":"EP/T011866/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"},{"id":"https://openalex.org/G4776764116","display_name":null,"funder_award_id":"EP/V013319/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"},{"id":"https://openalex.org/G7097889896","display_name":null,"funder_award_id":"DFG GSC 98/3","funder_id":"https://openalex.org/F4320320879","funder_display_name":"Deutsche Forschungsgemeinschaft"},{"id":"https://openalex.org/G7640648475","display_name":null,"funder_award_id":"GSC 98/3","funder_id":"https://openalex.org/F4320320879","funder_display_name":"Deutsche Forschungsgemeinschaft"},{"id":"https://openalex.org/G8731013601","display_name":"DMS-EPSRC Sharp Large Deviation Estimates of Fluctuations in Stochastic Hydrodynamic Systems","funder_award_id":"EP/V013319/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"},{"id":"https://openalex.org/G8943781167","display_name":null,"funder_award_id":"EP/T011866/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"}],"funders":[{"id":"https://openalex.org/F4320320879","display_name":"Deutsche Forschungsgemeinschaft","ror":"https://ror.org/018mejw64"},{"id":"https://openalex.org/F4320323715","display_name":"Ruhr-Universit\u00e4t Bochum","ror":"https://ror.org/04tsk2644"},{"id":"https://openalex.org/F4320334627","display_name":"Engineering and Physical Sciences Research Council","ror":"https://ror.org/0439y7842"},{"id":"https://openalex.org/F4320337380","display_name":"Division of Mathematical Sciences","ror":"https://ror.org/051fftw81"}],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4387608977.pdf"},"referenced_works_count":97,"referenced_works":["https://openalex.org/W400678491","https://openalex.org/W1122034225","https://openalex.org/W1506690472","https://openalex.org/W1549451790","https://openalex.org/W1589883404","https://openalex.org/W1600371943","https://openalex.org/W1621653743","https://openalex.org/W1952756480","https://openalex.org/W1963649399","https://openalex.org/W1964167118","https://openalex.org/W1965777485","https://openalex.org/W1966893379","https://openalex.org/W1967134278","https://openalex.org/W1972195088","https://openalex.org/W1985462363","https://openalex.org/W1987154173","https://openalex.org/W1999091229","https://openalex.org/W1999768690","https://openalex.org/W2018383942","https://openalex.org/W2025774046","https://openalex.org/W2036213650","https://openalex.org/W2037315394","https://openalex.org/W2043964142","https://openalex.org/W2048588851","https://openalex.org/W2059735442","https://openalex.org/W2067956344","https://openalex.org/W2073285827","https://openalex.org/W2073897249","https://openalex.org/W2074937619","https://openalex.org/W2077087555","https://openalex.org/W2078792326","https://openalex.org/W2078882674","https://openalex.org/W2081217256","https://openalex.org/W2106578604","https://openalex.org/W2116822454","https://openalex.org/W2117756735","https://openalex.org/W2125916088","https://openalex.org/W2167482893","https://openalex.org/W2167948695","https://openalex.org/W2168202098","https://openalex.org/W2204514798","https://openalex.org/W2328226763","https://openalex.org/W2338816311","https://openalex.org/W2484646121","https://openalex.org/W2560223176","https://openalex.org/W2605625916","https://openalex.org/W2745055376","https://openalex.org/W2756013113","https://openalex.org/W2884127781","https://openalex.org/W2902200189","https://openalex.org/W2903597330","https://openalex.org/W2951868104","https://openalex.org/W2963202249","https://openalex.org/W2963784336","https://openalex.org/W2963914861","https://openalex.org/W2968924739","https://openalex.org/W3017233986","https://openalex.org/W3019846098","https://openalex.org/W3092882822","https://openalex.org/W3098914594","https://openalex.org/W3099010780","https://openalex.org/W3099690539","https://openalex.org/W3100944745","https://openalex.org/W3103293640","https://openalex.org/W3104254611","https://openalex.org/W3104997512","https://openalex.org/W3105123535","https://openalex.org/W3111868600","https://openalex.org/W3119862922","https://openalex.org/W3123743774","https://openalex.org/W3129490551","https://openalex.org/W3133726198","https://openalex.org/W3133869517","https://openalex.org/W3135539457","https://openalex.org/W3165928019","https://openalex.org/W3166250015","https://openalex.org/W3173056134","https://openalex.org/W3175555341","https://openalex.org/W3193354133","https://openalex.org/W3194997793","https://openalex.org/W3195498616","https://openalex.org/W3209610702","https://openalex.org/W3217633079","https://openalex.org/W4213087029","https://openalex.org/W4220853527","https://openalex.org/W4229370348","https://openalex.org/W4242695360","https://openalex.org/W4249520102","https://openalex.org/W4250589301","https://openalex.org/W4283765858","https://openalex.org/W4297170707","https://openalex.org/W4301258660","https://openalex.org/W4301454587","https://openalex.org/W4315703503","https://openalex.org/W4383875507","https://openalex.org/W4384009079","https://openalex.org/W4387608977"],"related_works":["https://openalex.org/W620239920","https://openalex.org/W109055908","https://openalex.org/W1546584948","https://openalex.org/W2999616507","https://openalex.org/W2060658157","https://openalex.org/W2972896374","https://openalex.org/W4237379163","https://openalex.org/W2164842548","https://openalex.org/W3125773376","https://openalex.org/W2085400897"],"abstract_inverted_index":{"Abstract":[0],"We":[1,129,157],"introduce":[2],"and":[3,39,140,169,207],"compare":[4],"computational":[5],"techniques":[6],"for":[7,54,149,176],"sharp":[8,104],"extreme":[9,60],"event":[10,61],"probability":[11,57,101],"estimates":[12,69],"in":[13,133],"stochastic":[14,205,208],"differential":[15,98,206,210],"equations":[16],"with":[17],"small":[18],"additive":[19],"Gaussian":[20,124,166],"noise.":[21],"In":[22],"particular,":[23],"we":[24,46,178,201],"focus":[25],"on":[26,50,137],"strategies":[27],"that":[28,44,153],"are":[29],"scalable,":[30],"i.e.":[31],"their":[32],"efficiency":[33],"does":[34],"not":[35],"degrade":[36],"upon":[37,155],"temporal":[38],"possibly":[40],"spatial":[41],"refinement.":[42],"For":[43],"purpose,":[45],"extend":[47],"algorithms":[48,143],"based":[49,136],"the":[51,56,70,79,82,114,127,150,187,196,199,213],"Laplace":[52],"method":[53,68],"estimating":[55],"of":[58,78,116,162,198,204],"an":[59,92,131,160,180],"to":[62,90,121,144,189],"infinite":[63,134],"dimensional":[64],"path":[65],"space.":[66],"The":[67,100],"limiting":[71],"exponential":[72],"scaling":[73],"using":[74,165],"a":[75,97,117,123],"single":[76],"realization":[77],"random":[80],"variable,":[81],"large":[83],"deviation":[84],"minimizer.":[85,128],"Finding":[86],"this":[87,163],"minimizer":[88],"amounts":[89],"solving":[91],"optimization":[93],"problem":[94],"governed":[95],"by":[96],"equation.":[99],"estimate":[102],"becomes":[103],"when":[105],"it":[106],"additionally":[107],"includes":[108],"prefactor":[109],"information,":[110],"which":[111,177],"necessitates":[112],"computing":[113],"determinant":[115],"second":[118],"derivative":[119],"operator":[120],"evaluate":[122],"integral":[125],"around":[126],"present":[130],"approach":[132,164],"dimensions":[135],"Fredholm":[138],"determinants,":[139],"develop":[141],"numerical":[142],"compute":[145],"these":[146],"determinants":[147],"efficiently":[148],"high-dimensional":[151],"systems":[152],"arise":[154],"discretization.":[156],"also":[158],"give":[159],"interpretation":[161],"process":[167],"covariances":[168],"transition":[170],"tubes.":[171],"An":[172],"example":[173],"model":[174],"problem,":[175],"provide":[179],"open-source":[181],"python":[182],"implementation,":[183],"is":[184],"used":[185],"throughout":[186],"paper":[188],"illustrate":[190],"all":[191],"methods":[192],"discussed.":[193],"To":[194],"study":[195],"performance":[197],"methods,":[200],"consider":[202],"examples":[203],"partial":[209],"equations,":[211],"including":[212],"randomly":[214],"forced":[215],"incompressible":[216],"three-dimensional":[217],"Navier\u2013Stokes":[218],"equations.":[219]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":3}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}