A Bifurcation Monte Carlo Scheme for Rare Event Simulation
Computational Physics
2016-06-06 v1
Abstract
The bifurcation method is a way to do rare event sampling -- to estimate the probability of events that are too rare to be found by direct simulation. We describe the bifurcation method and use it to estimate the transition rate of a double well potential problem. We show that the associated constrained path sampling problem can be addressed by a combination of Crooks-Chandler sampling and parallel tempering and marginalization.
Cite
@article{arxiv.1606.00907,
title = {A Bifurcation Monte Carlo Scheme for Rare Event Simulation},
author = {Hongliang Liu and Jonathan Goodman},
journal= {arXiv preprint arXiv:1606.00907},
year = {2016}
}
Comments
20 pages, 5 figures