English

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

Statistical Mechanics 2011-04-07 v2

Abstract

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.

Keywords

Cite

@article{arxiv.1003.2106,
  title  = {Application of importance sampling to the computation of large deviations in non-equilibrium processes},
  author = {Anupam Kundu and Sanjib Sabhapandit and Abhishek Dhar},
  journal= {arXiv preprint arXiv:1003.2106},
  year   = {2011}
}

Comments

5 pages, 4 figures; some modifications