How to do six impossible things before breakfast

Event Date: 

Wednesday, May 11, 2011 - 3:30pm

Event Date Details: 

Refreshments served at 3:15 PM

Event Location: 

  • South Hall 5607F

Prof. Len Sander (Univ. of Michigan, visiting KITP at UCSB)

Title: How to do six impossible things before breakfast

Abstract: We present a series of numerical techniques for the computation of very rare events in stochastic systems. They are based on biased sampling and splitting methods. We are able to compute very small probabilities and very long mean first passage times. We will show applications to :
- The harmonic measure on fractals (i.e. the probability for a random walker to penetrate a fractal labyrinth),
- Transition times in model chemical reactions,
- Extinction times in population dynamics and epidemiology
- Cluster nucleation and poisoning in a model for catalysis.