Application of importance sampling to the computation of large deviations in non-equilibrium processes

Details Application of importance sampling to the computation of large deviations in non-equilibrium processes Application of importance sampling to the computation of large deviations in non-equilibrium processes

2010-03-10

arxiv.org/abs/1003.2106v2

Phys. Rev. E 83, 031119 (2011)

Physics

Condensed Matter

Statistical Mechanics

5 pages, 4 figures; some modifications

Scientific paper

10.1103/PhysRevE.83.031119

We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track of the relative weight of phase-space trajectories generated by the modified and the original dynamics one can obtain the required probabilities. The algorithm is tested on two model systems of steady-state particle and heat transport where we find a huge improvement from direct simulation methods.

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