Please use this identifier to cite or link to this item:
http://hdl.handle.net/2289/4287
Title: | Application of importance sampling to the computation of large deviations in nonequilibrium processes. |
Authors: | Kundu, Anupam Sabhapandit, Sanjib Dhar, Abhishek |
Issue Date: | 16-Mar-2011 |
Publisher: | American Physical Society |
Citation: | Physical Review E, 2011, Vol.83, p031119 |
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. |
Description: | Open Access. |
URI: | http://hdl.handle.net/2289/4287 |
ISSN: | 1550-2376 (Online) 1539-3755 |
Alternative Location: | http://arxiv.org/abs/1003.2106 http://dx.doi.org/10.1103/PhysRevE.83.031119 http://adsabs.harvard.edu/abs/2011PhRvE..83c1119K |
Copyright: | 2011 American Physical Society |
Appears in Collections: | Research Papers (TP) |
Files in This Item:
File | Description | Size | Format | |
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2011_PRE_83_031119.pdf | Open Access. | 236.09 kB | Adobe PDF | View/Open |
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