Atmosphere Ocean Science Colloquium
Quantifying the 'Tails' of Extreme Events in Intermittent Systems, a Probabilistic-Decomposition Based Approach
Speaker: Mustafa Mohamad, MIT
Location: Warren Weaver Hall 1302
Date: Thursday, November 3, 2016, 3:30 p.m.
A wide range of dynamical systems encountered in nature and technology are characterized by the presence of intermittent events with strongly transient characteristics. There is a real practical engineering/scientific need for quickly evaluating the probability distribution functions for systems that are undergoing such rare and extreme responses for design optimization, uncertainty quantification, and reliability assessment, to name a few motivating examples; unfortunately, the task is often too computational demanding to make such analysis feasible. We present a decomposition based probabilistic approach that can accurately capture the probability distribution, many standard deviations away from the mean, at a fraction of the cost of Monte Carlo simulations, for intermittent dynamical systems. We will present applications of this method to prototype systems ranging from rogue waves in the ocean to structural systems subjected to extreme forcing events. We will also briefly mention recent efforts at the application of these ideas for optimal experimental design for rare events.