Date
Thu, 12 Mar 2026
Time
12:00 - 13:00
Location
L3
Speaker
Tobias Grafke
Organisation
University of Warwick

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Rare and extreme events are notoriously hard to handle in any complex stochastic system: They are simultaneously too rare to be reliably observable in experiments or numerics, but at the same time often too impactful to be ignored. Large deviation theory provides a classical way of dealing with events of extremely small probability, but generally only yields the exponential tail scaling of rare event probabilities. In this talk, I will discuss theory, and algorithms based upon it, that improve on this limitation, yielding sharp quantitative estimates of rare event probabilities from a single computation and without fitting parameters. Notably, these estimates require the computation of determinants of differential operators, which in relevant cases are not traceclass and require appropriate renormalization. We demonstrate that the Carleman--Fredholm operator determinant is the correct choice. Throughout, I will demonstrate the applicability of these methods to high-dimensional real-world systems, for example coming from atmosphere and ocean dynamics.

 

Further Information

Tobias Grafke's research focuses on developing numerical methods and mathematical tools to analyse stochastic systems. His work spans applications in fluid dynamics and turbulence, atmosphere–ocean dynamics, and biological and chemical systems. He studies the pathways and occurrence rates of rare and extreme events in complex realistic systems, develops numerical techniques for their simulation, and quantifies how random perturbations influence long-term system behaviour.

Last updated on 20 Jan 2026, 10:55am. Please contact us with feedback and comments about this page.