Rare event simulation of the chaotic Lorenz 96 dynamical system

The simulation of rare events is becoming increasingly important in the climate sciences. Several sessions are devoted to rare and extreme events at this meeting and the IPCC has devoted a special report to risk management of extreme events (SREX). Brute force simulation of rare events can however be very costly. To obtain satisfactory statistics on a 1/1000y event, one needs to perform simulations over several thousands of years.