Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 2 of 2 for “"Large Deviations Theory"”.
-
A coupling approach to rare event simulation via dynamic importance sampling
… An established class of algorithms based on large deviations theory and control theory constructs provably asymptotically efficient importance sampling estimators. Dynamic importance sampling is one these algorithms in which the choice of biasing distribution adapts in the course of a …
-
Fluid-structure interaction in noisy nonlinear systems
… A comprehensive description of the mathematical theory involved is presented and is applied to the ship dynamics problem. This work extends the use of the Langevin equation to encapsulate the cubic damping term and provides a Large Deviations result; this allows a vulnerability criterion to be …