A numerical approach to large deviations in continuous-time

Details A numerical approach to large deviations in continuous-time A numerical approach to large deviations in continuous-time

2006-12-21

arxiv.org/abs/cond-mat/0612561v2

J. Stat. Mech. (2007) P03004

Physics

Condensed Matter

Statistical Mechanics

Submitted to J. Stat. Mech

Scientific paper

10.1088/1742-5468/2007/03/P03004

We present an algorithm to evaluate the large deviation functions associated to history-dependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm, valuable for systems with multiple time scales, thus extending the work of Giardin\`a, Kurchan and Peliti (PRL 96, 120603 (2006)). The procedure is supplemented with a thermodynamic-integration scheme, which improves its efficiency. We also show how the method can be used to probe large deviation functions in systems with a dynamical phase transition -- revealed in our context through the appearance of a non-analyticity in the large deviation functions.

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