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DY: Fachverband Dynamik und Statistische Physik

DY 27: Nonlinear Dynamics, Synchronization and Chaos - Part II

DY 27.4: Talk

Thursday, April 3, 2014, 10:15–10:30, ZEU 160

Efficiency of Monte Carlo Methods in Chaotic Systems — •Jorge C. Leitão¹, João P. V. Lopes², and Eduardo G. Altmann¹ — ¹Max Planck Institute for The Physics of Complex Systems, Dresden, Germany — ²Faculdade de Engenharia da Universidade do Porto, Porto, Portugal

Monte Carlo techniques have the potential of dramatically improving the efficiency of simulations of chaotic systems. However, in it is often unclear to which extent an improvement over uniform sampling simulations is actually achieved because the Monte Carlo method struggles to efficiently sample the relevant trajectories of the phase space (e.g., the simulation suffers from critical slowing down). In this talk we discuss the efficiency of different Monte Carlo methods applied to the problem of computing: 1. the distribution of finite-time Lyapunov exponents; and 2. the escape rate in scattering systems.