Non-Stationary Forward Flux Sampling
Abstract
We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform sampling of trajectories in phase space and time, leading to accurate estimates for time-dependent switching propensities and time-dependent phase space probability densities. The method is suitable for equilibrium or non-equilibrium systems, in or out of stationary state, including non-Markovian or externally driven systems. We demonstrate the validity of the technique by applying it to a one-dimensional barrier crossing problem that can be solved exactly, and show its usefulness by applying it to the time-dependent switching of a genetic toggle switch.
Keywords
Cite
@article{arxiv.1201.3823,
title = {Non-Stationary Forward Flux Sampling},
author = {Nils B. Becker and Rosalind J. Allen and Pieter Rein ten Wolde},
journal= {arXiv preprint arXiv:1201.3823},
year = {2015}
}
Comments
18 pages, 10 figures