English

Reweighting for Nonequilibrium Markov Processes Using Sequential Importance Sampling Methods

Statistical Mechanics 2009-11-10 v2

Abstract

We present a generic reweighting method for nonequilibrium Markov processes. With nonequilibrium Monte Carlo simulations at a single temperature, one calculates the time evolution of physical quantities at different temperatures, which greatly saves the computational time. Using the dynamical finite-size scaling analysis for the nonequilibrium relaxation, one can study the dynamical properties of phase transitions together with the equilibrium ones. We demonstrate the procedure for the Ising model with the Metropolis algorithm, but the present formalism is general and can be applied to a variety of systems as well as with different Monte Carlo update schemes.

Keywords

Cite

@article{arxiv.cond-mat/0412212,
  title  = {Reweighting for Nonequilibrium Markov Processes Using Sequential Importance Sampling Methods},
  author = {Hwee Kuan Lee and Yutaka Okabe},
  journal= {arXiv preprint arXiv:cond-mat/0412212},
  year   = {2009}
}

Comments

accepted for publication in Phys. Rev. E (Rapid Communications)