Computing probabilities of very rare events for Langevin processes: a new method based on importance sampling

Details Computing probabilities of very rare events for Langevin processes: a new method based on importance sampling Computing probabilities of very rare events for Langevin processes: a new method based on importance sampling

1998-09-24

arxiv.org/abs/nucl-th/9809075v1

Nucl.Phys. A641 (1998) 335-354; Erratum-ibid. A650 (1999) 499-500

Physics

Nuclear Physics

Nuclear Theory

18 pages + 7 figures, to appear in Nucl.Phys.A

Scientific paper

10.1016/S0375-9474(98)00478-3

Langevin equations are used to model many processes of physical interest, including low-energy nuclear collisions. In this paper we develop a general method for computing probabilities of very rare events (e.g. small fusion cross-sections) for processes described by Langevin dynamics. As we demonstrate with numerical examples as well as an exactly solvable model, our method can converge to the desired answer at a rate which is orders of magnitude faster than that achieved with direct simulations of the process in question.

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