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"A Koopman framework for rare event simulation in stochastic differential ..."

Benjamin J. Zhang, Tuhin Sahai, Youssef M. Marzouk (2022)

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DOI: 10.1016/J.JCP.2022.111025

access: closed

type: Journal Article

metadata version: 2023-08-28

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Benjamin J. Zhang, Tuhin Sahai, Youssef M. Marzouk:
A Koopman framework for rare event simulation in stochastic differential equations. J. Comput. Phys. 456: 111025 (2022)

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