IGPP is pleased to invite you to join its Spring 2022 Seminar Series presentation featuring Cal Tech's Robert Webber. Dr. Webber's talk, "Rare event sampling for the Earth and planetary sciences" will be shared in person, in the Munk Conference Room at IGPP and available via Zoom on Tuesday, April 19, 2022, starting at 12:00pm. Zoom: https://zoom.us/j/98684342895?pwd=RW9ZMlZVZTBVaGxqRjUzMHpmeGViZz09. Password: rareEvents
Time: 12:00 pm, Pacific Time
Location: Zoom
Note: This meeting will be recorded. Please make sure that you are comfortable with this before registering.
Abstract: Rare events can be highly impactful. Yet, estimating the probability p of a rare event by direct numerical simulation requires a very large sample size (>100/p). To reduce these sample size requirements, a 'splitting and killing' scheme can be used instead to estimate rare event probabilities. In this approach, certain trajectories are 'split' to promote progress toward a rare event while other trajectories are randomly 'killed' to control the computational cost. We recently applied splitting and killing to estimate the rare probability of Mercury's orbit destabilizing after a close encounter with Venus. In a mathematical analysis, we have proved splitting and killing can estimate rare event probabilities at exponentially lower cost compared to direct numerical simulation.