Jarzynski's equality, fluctuation theorems, and variance reduction: mathematical analysis and numerical algorithms

DOI10.1007/s10955-019-02286-4zbMath1416.60078arXiv1803.09347MaRDI QIDQ2315152

Carsten Hartmann, Christof Schütte, Wei Zhang

Publication date: 1 August 2019

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.09347

zbMATH Keywords

variance reduction; fluctuation theorem; nonequilibrium dynamics; Jarzynski's equality; reaction coordinate; free energy difference

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

Uses Software

• PRMLT