Routes to rare events with optimally timed perturbations: a Tent Map is all you need

Abstract

Extreme weather events are difficult to understand for the same reason that they are dangerous: they happen rarely, catching victims unprepared when they do occur and scientists unable to assess risks confidently, given such limited precedent to learn from in the real world and high computational expense to simulate more examples. Rare event sampling (RES) algorithms seek to reduce this expense by forcing simulations more directly towards the extremes and then compensating for that forcing in statistical analysis. But the performance of RES hinges on several hyperparameter choices which are ad hoc in practice, and must be better understood if RES is to be broadly useful. This paper addresses one particular parameter, the \emph{advance split time} (AST), which prescribes when to perturb a simulation to split off the most informative possible ensemble of alternative extreme event scenarios. We prescribe the optimal AST as the time it takes for an initial perturbation to amplify into the size (inverse rarity) of the extreme event being targeted. For the Logistic and Tent maps, two archetypal examples of one-dimensional chaos, we rigorously derive and express the rule as a simple log-ratio between perturbation size and event rarity. The pair of examples also illuminates where the rule breaks down, and subsequently, we generalize the rule into a maximum-entropy criterion that solidifies recent heuristic and empirical results. Despite the idealized setting, our results deliver theoretical clarity that can anchor future developments of principled RES methods applicable to real-world, high-impact weather and climate extremes.