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Stochastics and Statistics Seminar Series
Sampling rare events in Earth and planetary science
May 6, 2022 @ 11:00 am - 12:00 pm
Jonathan Weare (New York University)
Abstract: This talk will cover recent work in our group developing and applying algorithms to simulate rare events in atmospheric science and other areas. I will review a rare event simulation scheme that biases model simulations toward the rare event of interest by preferentially duplicating simulations making progress toward the event and removing others. I will describe applications of this approach to rapid intensification of tropical cyclones and instability of Mercury’s orbit with an emphasis on the elements of algorithm design that most affect performance.
Bio: Jonathan Weare is currently an associate professor of mathematics in the Courant Institute of Mathematical Sciences at New York University. Previously he was an associate professor in the statistics department and in the James Franck Institute at the University of Chicago and, before that, an assistant professor in the mathematics department there. Before moving to Chicago he was a Courant Instructor of mathematics at NYU and a PhD student in mathematics at the University of California at Berkeley.