A numerical approach to large deviations in continuous-time
Statistical Mechanics
2007-12-03 v2
Abstract
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.
Cite
@article{arxiv.cond-mat/0612561,
title = {A numerical approach to large deviations in continuous-time},
author = {Vivien Lecomte and Julien Tailleur},
journal= {arXiv preprint arXiv:cond-mat/0612561},
year = {2007}
}
Comments
Submitted to J. Stat. Mech