{"id":"https://openalex.org/W1819416077","doi":"https://doi.org/10.1137/140991376","title":"Rare Event Simulation for Multiscale Diffusions in Random Environments","display_name":"Rare Event Simulation for Multiscale Diffusions in Random Environments","publication_year":2015,"publication_date":"2015-01-01","ids":{"openalex":"https://openalex.org/W1819416077","doi":"https://doi.org/10.1137/140991376","mag":"1819416077"},"language":"en","primary_location":{"id":"doi:10.1137/140991376","is_oa":false,"landing_page_url":"https://doi.org/10.1137/140991376","pdf_url":null,"source":{"id":"https://openalex.org/S4357572","display_name":"Multiscale Modeling and Simulation","issn_l":"1540-3459","issn":["1540-3459","1540-3467"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Multiscale Modeling & Simulation","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1410.0386","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103169334","display_name":"Konstantinos Spiliopoulos","orcid":"https://orcid.org/0000-0003-2021-6426"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Konstantinos Spiliopoulos","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5103169334"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.3343,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.63301767,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"13","issue":"4","first_page":"1290","last_page":"1311"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9965000152587891,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"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/randomness","display_name":"Randomness","score":0.7793753147125244},{"id":"https://openalex.org/keywords/rare-events","display_name":"Rare events","score":0.6319555044174194},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6319137811660767},{"id":"https://openalex.org/keywords/ergodic-theory","display_name":"Ergodic theory","score":0.6135452389717102},{"id":"https://openalex.org/keywords/event","display_name":"Event (particle physics)","score":0.528881311416626},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.5272851586341858},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5015096664428711},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.4921857416629791},{"id":"https://openalex.org/keywords/monte-carlo-integration","display_name":"Monte Carlo integration","score":0.486366331577301},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.47404858469963074},{"id":"https://openalex.org/keywords/logarithm","display_name":"Logarithm","score":0.46105968952178955},{"id":"https://openalex.org/keywords/stochastic-simulation","display_name":"Stochastic simulation","score":0.42277389764785767},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.41719913482666016},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.383546382188797},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.34489601850509644},{"id":"https://openalex.org/keywords/monte-carlo-molecular-modeling","display_name":"Monte Carlo molecular modeling","score":0.2890680432319641},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.14099231362342834},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.14059868454933167},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.10146689414978027},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.09534034132957458}],"concepts":[{"id":"https://openalex.org/C125112378","wikidata":"https://www.wikidata.org/wiki/Q176640","display_name":"Randomness","level":2,"score":0.7793753147125244},{"id":"https://openalex.org/C2777317252","wikidata":"https://www.wikidata.org/wiki/Q18393516","display_name":"Rare events","level":2,"score":0.6319555044174194},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6319137811660767},{"id":"https://openalex.org/C122044880","wikidata":"https://www.wikidata.org/wiki/Q5498822","display_name":"Ergodic theory","level":2,"score":0.6135452389717102},{"id":"https://openalex.org/C2779662365","wikidata":"https://www.wikidata.org/wiki/Q5416694","display_name":"Event (particle physics)","level":2,"score":0.528881311416626},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.5272851586341858},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5015096664428711},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.4921857416629791},{"id":"https://openalex.org/C132725507","wikidata":"https://www.wikidata.org/wiki/Q39879","display_name":"Monte Carlo integration","level":5,"score":0.486366331577301},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.47404858469963074},{"id":"https://openalex.org/C39927690","wikidata":"https://www.wikidata.org/wiki/Q11197","display_name":"Logarithm","level":2,"score":0.46105968952178955},{"id":"https://openalex.org/C25915931","wikidata":"https://www.wikidata.org/wiki/Q4180825","display_name":"Stochastic simulation","level":2,"score":0.42277389764785767},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.41719913482666016},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.383546382188797},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.34489601850509644},{"id":"https://openalex.org/C37669827","wikidata":"https://www.wikidata.org/wiki/Q6904703","display_name":"Monte Carlo molecular modeling","level":4,"score":0.2890680432319641},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.14099231362342834},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.14059868454933167},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.10146689414978027},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.09534034132957458},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1137/140991376","is_oa":false,"landing_page_url":"https://doi.org/10.1137/140991376","pdf_url":null,"source":{"id":"https://openalex.org/S4357572","display_name":"Multiscale Modeling and Simulation","issn_l":"1540-3459","issn":["1540-3459","1540-3467"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Multiscale Modeling & Simulation","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1410.0386","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1410.0386","pdf_url":"https://arxiv.org/pdf/1410.0386","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},{"id":"mag:1819416077","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1410.0386.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.743.3337","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.743.3337","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://arxiv.org/pdf/1410.0386.pdf","raw_type":"text"},{"id":"doi:10.48550/arxiv.1410.0386","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1410.0386","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1410.0386","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1410.0386","pdf_url":"https://arxiv.org/pdf/1410.0386","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1819416077.pdf","grobid_xml":"https://content.openalex.org/works/W1819416077.grobid-xml"},"referenced_works_count":29,"referenced_works":["https://openalex.org/W242065599","https://openalex.org/W1547249381","https://openalex.org/W1572551827","https://openalex.org/W1938578607","https://openalex.org/W1962855533","https://openalex.org/W1974309308","https://openalex.org/W1979863594","https://openalex.org/W1981133635","https://openalex.org/W1985149556","https://openalex.org/W2012956057","https://openalex.org/W2023636216","https://openalex.org/W2024152358","https://openalex.org/W2027477535","https://openalex.org/W2028622970","https://openalex.org/W2036213650","https://openalex.org/W2039149623","https://openalex.org/W2052394872","https://openalex.org/W2056767400","https://openalex.org/W2064282653","https://openalex.org/W2083227641","https://openalex.org/W2095595785","https://openalex.org/W2101314580","https://openalex.org/W2139139723","https://openalex.org/W2153667633","https://openalex.org/W2171556363","https://openalex.org/W2962940243","https://openalex.org/W2963066152","https://openalex.org/W3098867282","https://openalex.org/W3105855952"],"related_works":["https://openalex.org/W2963651881","https://openalex.org/W2964142608","https://openalex.org/W2028622970","https://openalex.org/W2101314580","https://openalex.org/W3105855952","https://openalex.org/W2031669371","https://openalex.org/W2204506874","https://openalex.org/W33514122","https://openalex.org/W1990674830","https://openalex.org/W2952848148","https://openalex.org/W2604628777","https://openalex.org/W2530086714","https://openalex.org/W2952702898","https://openalex.org/W2811201541","https://openalex.org/W2886813100","https://openalex.org/W2090938501","https://openalex.org/W2999602465","https://openalex.org/W3195556713","https://openalex.org/W2963980228","https://openalex.org/W2626299902"],"abstract_inverted_index":{"We":[0,101],"consider":[1],"systems":[2],"of":[3,18,43,49,78,87,98,105],"stochastic":[4],"differential":[5],"equations":[6,20],"with":[7,55,115,118],"multiple":[8,79],"scales":[9,80],"and":[10,13,23,69,84],"small":[11,66],"noise":[12,67],"assume":[14],"that":[15,39,51,107],"the":[16,19,65,82,85,96,99,121,126,132],"coefficients":[17],"are":[21,108],"ergodic":[22],"stationary":[24],"random":[25,122],"fields.":[26],"Our":[27],"goal":[28],"is":[29,95],"to":[30,110,120],"construct":[31,102],"provably":[32],"efficient":[33,41,88,114],"importance":[34,89],"sampling":[35,90],"Monte":[36,59],"Carlo":[37,60],"methods":[38],"allow":[40],"computation":[42],"rare":[44,56],"event":[45],"probabilities":[46],"or":[47],"expectations":[48],"functionals":[50],"can":[52],"be":[53,111],"associated":[54],"events.":[57],"Standard":[58],"algorithms":[61,73],"perform":[62],"poorly":[63],"in":[64,125],"limit,":[68],"hence":[70],"fast":[71],"simulations":[72,130],"become":[74],"relevant.":[75],"The":[76],"presence":[77],"complicates":[81],"design":[83],"analysis":[86],"schemes.":[91],"An":[92],"additional":[93],"complication":[94],"randomness":[97],"environment.":[100],"explicit":[103],"changes":[104],"measures":[106],"proven":[109],"logarithmic":[112],"asymptotically":[113],"probability":[116],"one":[117],"respect":[119],"environment":[123],"(i.e.,":[124],"quenched":[127],"sense).":[128],"Numerical":[129],"support":[131],"theoretical":[133],"results.":[134]},"counts_by_year":[{"year":2015,"cited_by_count":1}],"updated_date":"2026-07-28T07:46:37.118299","created_date":"2025-10-10T00:00:00"}