What Is an Act of Engagement? Between the Social, Collegial and Institutional Protocols

Engagement is not synonymous with commitment, even though both words are used in translations between English, French, and German. However, engagement is also not some supplementary phenomenon or a technical term that the phrase social acts already includes in itself or that the concepts of ‘commitment’ or ‘joint commitment’ somehow necessarily imply. In this article I would like to describe a special kind of social act and determine the function they have in relation between various agents. Most importantly, I would like to define their significance in the transformation of a group into an institution or higher order entity. My premise is that there are acts whose aim is to engage all others, since they refer to all of us together, and in so doing reduce negative (social) “acts” as well as various asocial behaviors within a group or institution. In this sense, engaged acts could alternatively also belong to a kind of institutional act, since they introduce certain adjustments to the institution, changing or modifying its rules, increasing its consistency and efficiency.First book series in Philosophy of the Social Sciences that specifically focuses on Philosophy of Sociality and Social Ontology. Studies in the Philosophy of Sociality Volume 1

Computing return times or return periods with rare event algorithms

The average time between two occurrences of the same event, referred to as its return time (or return period), is a useful statistical concept for practical applications. For instance insurances or public agencies may be interested by the return time of a 10 m flood of the Seine river in Paris. However, due to their scarcity, reliably estimating return times for rare events is very difficult using either observational data or direct numerical simulations. For rare events, an estimator for return times can be built from the extrema of the observable on trajectory blocks. Here, we show that this estimator can be improved to remain accurate for return times of the order of the block size. More importantly, we show that this approach can be generalised to estimate return times from numerical algorithms specifically designed to sample rare events. So far those algorithms often compute probabilities, rather than return times. The approach we propose provides a computationally extremely efficient way to estimate numerically the return times of rare events for a dynamical system, gaining several orders of magnitude of computational costs. We illustrate the method on two kinds of observables, instantaneous and time-averaged, using two different rare event algorithms, for a simple stochastic process, the Ornstein-Uhlenbeck process. As an example of realistic applications to complex systems, we finally discuss extreme values of the drag on an object in a turbulent flow. © 2018 IOP Publishing Ltd and SISSA Medialab srl

Recent advances in various fields of numerical probability***

The goal of this paper is to present a series of recent contributions on some various problems of numerical probability. Beginning with the Richardson-Romberg Multilevel Monte-Carlo method which, among other fields of applications, is a very efficient method for the approximation of diffusion processes, we focus on some adaptive multilevel splitting algorithms for rare event simulation. Then, the third part is devoted to the simulation of McKean-Vlasov forward and decoupled forward-backward stochastic differential equations by some cubature algorithms. Finally, we tackle the problem of the weak error estimation in total variation norm for a general Markov semi-group

Recent advances in various fields of numerical probability

The goal of this paper is to present a series of recent contributions on some various problems of numerical probability. Beginning with the Richardson-Romberg Multilevel Monte-Carlo method which, among other fields of applications, is a very efficient method for the approximation of diffusion processes, we focus on some adaptive multilevel splitting algorithms for rare event simulation. Then, the third part is devoted to the simulation of McKean-Vlasov forward and decoupled forward-backward stochastic differential equations by some cubature algorithms. Finally, we tackle the problem of the weak error estimation in total variation norm for a general Markov semi-group