Before revision: We propose and compare methods for the estimation of extreme event probabilities in complex systems governed by PDEs . Our approach is guided by ideas from large deviation theory (LDT) and borrows tools from PDE-constrained optimization. The systems under consideration involve random parameters and we are interested in quantifying the probability that a scalar function of the system state solution is at or above a threshold.
After revision: We propose and compare methods for the estimation of extreme event probabilities in complex systems governed by PDEs that involve random parameters and we are interested in quantifying the probability that a scalar function of the system state solution is at or above a threshold.