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DY: Fachverband Dynamik und Statistische Physik
DY 12: Nonlinear Dynamics, Synchronization and Chaos I
DY 12.1: Talk
Tuesday, March 12, 2013, 09:30–09:45, H48
Monte Carlo Sampling in Open Dynamical Systems — •Jorge C. Leitão1, Eduardo G. Altmann1, and João Viana Lopes2 — 1Max Planck Institute for the Physics of Complex Systems, 01187 Dresden, Germany — 2CEsA - Centre for Wind Energy and Atmospheric Flows, Faculdade de Engenharia da Universidade do Porto, 4200-465 Porto, Portugal
In this presentation I will show how Monte Carlo methods can be used to efficiently perform averages on chaotic open dynamical systems. I will introduce a new algorithm, based on the well known Wang-Landau algorithm, to compute both the escape time distribution and the maximum Lyapunov exponent of the system in polynomial time, much faster than the exponential scaling of the standard uniform sampling. From the algorithmic point of view, this problem corresponds to sample a landscape with fractaly-distributed minima (singularities).