## Section: New Results

### Objective 1 – Rare events simulation

In [2], we present a short historical perpective of the importance splitting approach to simulate and estimate rare events, with a detailed description of several variants. We then give an account of recent theoretical results on these algorithms, including a central limit theorem for Adaptive Multilevel Splitting (AMS). Considering the asymptotic variance in the latter, the choice of the importance function, called the reaction coordinate in molecular dynamics, is also discussed. Finally, we briefly mention some worthwhile applications of AMS in various domains.

Adaptive Multilevel Splitting (AMS for short) is a generic Monte Carlo method for Markov processes that simulates rare events and estimates associated probabilities. Despite its practical efficiency, there are almost no theoretical results on the convergence of this algorithm. In [1], we prove both consistency and asymptotic normality results in a general setting. This is done by associating to the original Markov process a level-indexed process, also called a stochastic wave, and by showing that AMS can then be seen as a Fleming-Viot type particle system. This being done, we can finally apply general results on Fleming-Viot particle systems that we have recently obtained. In [1] we extend the central limit theorem to the case of synchronized branchings, where re-sampling of particles is performed after any given number of particles have been killed. The result is obtained in the generic case of Fleming-Viot particle systems.

Probability measures supported on submanifolds can be sampled by adding an extra momentum variable to the state of the system, and discretizing the associated Hamiltonian dynamics with some stochastic perturbation in the extra variable. In order to avoid biases in the invariant probability measures sampled by discretizations of these stochastically perturbed Hamiltonian dynamics, a Metropolis rejection procedure can be considered. The so-obtained scheme belongs to the class of generalized Hybrid Monte Carlo (GHMC) algorithms. In [5], we show here how to generalize to GHMC a procedure suggested by Goodman, Holmes-Cerfon and Zappa for Metropolis random walks on submanifolds, where a reverse projection check is performed to enforce the reversibility of the algorithm for large timesteps and hence avoid biases in the invariant measure. We also provide a full mathematical analysis of such procedures, as well as numerical experiments demonstrating the importance of the reverse projection check on simple toy examples.

In [24], we consider Langevin processes, which are widely used in molecular simulation to compute reaction kinetics using rare event algorithms. We prove convergence in distribution in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) method, which is used both to show tightness in path space, and to identify the extracted limit with a martingale problem. The result holds assuming the continuity of the gradient of the potential energy, and a mild control of the initial kinetic energy.