| Event Description: Richard Moore, Department of Mathematics, New Jersey Institute of Technology Accounting for radiation in rare events produced by stochastic soliton dynamics Importance sampling using open-loop feedback based on maximum likelihood paths has been demonstrated to improve the efficiency of Monte Carlo estimation of rare event probabilities by several orders of magnitude, even when the maximum likelihood paths are determined from an approximate model of low dimension. In some cases, deficiencies in the low-dimensional model can be corrected through careful observation of the full-dimensional system. We present examples taken from fiber-optic communications and mode-locked lasers, where biased Monte Carlo simulations based on a low-dimensional model suggested a simple improvement to include the leading-order effect of dispersive radiation, which was then fed back into the biased simulations to close the loop. |
| Location Information: Main Campus - Engineering Office Tower (View Map) 1111 Engineering DR Boulder, CO Room: 226: Applied Math Conference Room |
| Contact Information: Name: Ian Cunningham Phone: 303-492-4668 Email: amassist@colorado.edu |