Multidimensional integration through Markovian sampling under steered function morphing: a physical guise from statistical mechanics

DOI10.1016/j.cpc.2015.04.010zbMath1344.65004arXiv1410.2810MaRDI QIDQ311864

Mirco Zerbetto, Diego Frezzato

Publication date: 13 September 2016

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.2810

zbMATH Keywords

Jarzynski equality; multidimensional integration; stochastic sampling

Mathematics Subject Classification ID

65D30: Numerical integration

65C99: Probabilistic methods, stochastic differential equations

65-04: Software, source code, etc. for problems pertaining to numerical analysis

Related Items

JEMDI

Uses Software

• Mathematica
• IMSL Numerical Libraries
• MPI/MPICH