Hybrid Monte Carlo algorithm for sampling rare events in space-time histories of stochastic fields

Instanton-based importance sampling for extreme fluctuations in a shell model for turbulent energy cascade

Many out-of-equilibrium flows present non-Gaussian fluctuations in physically relevant observables, such as energy dissipation rate. This implies extreme fluctuations that, although rarely observed, have a significant phenomenology. Recently, path integral methods for importance sampling have emerged from formalism initially devised for quantum field theory and are being successfully applied to the Burgers equation and other fluid models. We proposed exploring the domain of application of these methods using a shell model, a dynamical system for turbulent energy cascade which can be numerically sampled for extreme events in an efficient manner and presents many interesting properties. We start from a validation of the instanton-based importance sampling methodology in the heat equation limit. We explored the limits of the method as nonlinearity grows stronger, finding good qualitative results for small values of the leading nonlinear coefficient. A worst agreement between numerical simulations of the whole systems and instanton results for estimation of the distribution's flatness is observed when increasing the nonlinear intensities.

Dynamical Phase Transitions in a 2D Classical Nonequilibrium Model via 2D Tensor Networks

We demonstrate the power of 2D tensor networks for obtaining large deviation functions of dynamical observables in a classical nonequilibrium setting. Using these methods, we analyze the previously unstudied dynamical phase behavior of the fully 2D asymmetric simple exclusion process with biases in both the x and y directions. We identify a dynamical phase transition, from a jammed to a flowing phase, and characterize the phases and the transition, with an estimate of the critical point and exponents.

Instanton based importance sampling for rare events in stochastic PDEs

We present a new method for sampling rare and large fluctuations in a nonequilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To this end, we deploy the so-called instanton formalism that corresponds to a saddle-point approximation of the action in the path integral formulation of the underlying SPDE. The crucial step in our approach is the formulation of an alternative SPDE that incorporates knowledge of the instanton solution such that we are able to constrain the dynamical evolutions around extreme flow configurations only. Finally, a reweighting procedure based on the Girsanov theorem is applied to recover the full distribution function of the original system. The entire procedure is demonstrated on the example of the one-dimensional Burgers equation. Furthermore, we compare our method to conventional direct numerical simulations as well as to Hybrid Monte Carlo methods. It will be shown that the instanton-based sampling method outperforms both approaches and allows for an accurate quantification of the whole probability density function of velocity gradients from the core to the very far tails.