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. Author manuscript; available in PMC: 2021 Oct 13.
Published in final edited form as: SIAM Rev Soc Ind Appl Math. 2018 Nov 8;60(4):909–938. doi: 10.1137/16M1104329

FIG. 3.

FIG. 3.

Running estimate of PBA from NEUS for dynamics starting at ϕ = −58.0° (blue, upper curve; error bars are computed every 1000 iterations and indicate ±2.262s/n where s is the standard error estimated from n = 10 independent NEUS simulations) compared to the final result from direct simulation (red solid line; dashed lines indicate ±1.96p(1p)/n, where n = 106 is the number of physically weighted trajectories generated and p is the estimate of PBA from the direct simulation). Also shown is the estimate from NEUS for dynamics starting from ϕ = −91.0° (green, lower curve; error bars computed similarly as the blue curve). The estimate at each iteration is computed as the average of the previous 1000 iterations. Lower panel is a magnification of the upper panel.