Symmetrized importance samplers for stochastic differential equations

We study a class of importance sampling methods for stochastic differential equations (SDEs). A small-noise analysis is performed, and the results suggest that a simple symmetrization procedure can significantly improve the performance of our importance sampling schemes when the noise is not too large. We demonstrate that this is indeed the case for a number of linear and nonlinear examples. Potential applications, e.g., data assimilation, are discussed.Comment: Added brief discussion of Hamilton-Jacobi equation. Also made various minor corrections. To appear in Communciations in Applied Mathematics and Computational Scienc

Data-based stochastic model reduction for the Kuramoto--Sivashinsky equation

The problem of constructing data-based, predictive, reduced models for the Kuramoto-Sivashinsky equation is considered, under circumstances where one has observation data only for a small subset of the dynamical variables. Accurate prediction is achieved by developing a discrete-time stochastic reduced system, based on a NARMAX (Nonlinear Autoregressive Moving Average with eXogenous input) representation. The practical issue, with the NARMAX representation as with any other, is to identify an efficient structure, i.e., one with a small number of terms and coefficients. This is accomplished here by estimating coefficients for an approximate inertial form. The broader significance of the results is discussed.Comment: 23 page, 7 figure

Mono-Z': searches for dark matter in events with a resonance and missing transverse energy

We analyze the potential dark matter implications of LHC events with missing transverse momentum and a resonance, such as a Z', decaying to a pair of jets or leptons. This final state contains significant discovery potential, but has not yet been examined in detail by the LHC experiments. We introduce models of Z' production in association with dark matter particles, propose reconstruction and selection strategies, and estimate the sensitivity of the current LHC dataset.Comment: 13 pages, 11 figure