Simulating rare events in dynamical processes

DOI10.1007/s10955-011-0350-4zbMath1252.82007arXiv1106.4929OpenAlexW2108541535WikidataQ63953653 ScholiaQ63953653MaRDI QIDQ658463

Jorge Kurchan, Cristian Giardinà, Julien Tailleur, Vivien Lecomte

Publication date: 12 January 2012

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

Full work available at URL: https://arxiv.org/abs/1106.4929

zbMATH Keywords

rare events large deviations simulations

Mathematics Subject Classification ID

Large deviations (60F10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items

The instanton method and its numerical implementation in fluid mechanics ⋮ Conditioning two diffusion processes with respect to their first-encounter properties ⋮ Conditioning diffusion processes with respect to the local time at the origin ⋮ Transport properties of diffusive particles conditioned to survive in trapping environments ⋮ Microcanonical conditioning of Markov processes on time-additive observables ⋮ Non-empirical weighted Langevin mechanics for the potential escape problem: parallel algorithm and application to the argon clusters ⋮ Fluctuations of the product of random matrices and generalized Lyapunov exponent ⋮ Duality for stochastic models of transport ⋮ Lower current large deviations for zero-range processes on a ring ⋮ Finite size corrections to the large deviation function of the density in the one-dimensional symmetric simple exclusion process ⋮ Generic dynamical phase transition in one-dimensional bulk-driven lattice gases with exclusion ⋮ Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes ⋮ On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival ⋮ Revisiting boundary-driven non-equilibrium Markov dynamics in arbitrary potentials via supersymmetric quantum mechanics and via explicit large deviations at various levels ⋮ Simulations of transport in hard particle systems ⋮ Numerical study of extreme mechanical force exerted by a turbulent flow on a bluff body by direct and rare-event sampling techniques ⋮ Finite size scaling of the dynamical free-energy in a kinetically constrained model ⋮ Large deviations at level 2.5 and for trajectories observables of diffusion processes: the missing parts with respect to their random-walks counterparts ⋮ Replica symmetry breaking in trajectory space for the trap model ⋮ Analysis and Simulation of Extremes and Rare Events in Complex Systems ⋮ Effective bandwidth of non-Markovian packet traffic ⋮ Periodically driven jump processes conditioned on large deviations ⋮ Approximating the cumulant generating function of triangles in the Erdös-Rényi random graph ⋮ Non-differentiable large-deviation functionals in boundary-driven diffusive systems ⋮ Joint probability distributions and fluctuation theorems ⋮ Finite-size effects in a mean-field kinetically constrained model: dynamical glassiness and quantum criticality ⋮ Rare-event trajectory ensemble approach to study dynamical phase transitions in the zero temperature Glauber model ⋮ Variational and optimal control representations of conditioned and driven processes ⋮ Singularities in large deviation functions ⋮ Classical stochastic dynamics and continuous matrix product states: gauge transformations, conditioned and driven processes, and equivalence of trajectory ensembles ⋮ Breakdown of the finite-time and -population scalings of the large deviation function in the large-size limit of a contact process ⋮ Finite-size and finite-time effects in large deviation functions near dynamical symmetry breaking transitions ⋮ A model with Darwinian dynamics on a rugged landscape ⋮ Thermodynamics of currents in nonequilibrium diffusive systems: theory and simulation ⋮ Sampling rare events across dynamical phase transitions ⋮ Limit theorems for cloning algorithms ⋮ Large deviations at level 2.5 for Markovian open quantum systems: quantum jumps and quantum state diffusion ⋮ Computing return times or return periods with rare event algorithms ⋮ Multi-point nonequilibrium umbrella sampling and associated fluctuation relations ⋮ Instanton based importance sampling for rare events in stochastic PDEs ⋮ Numerical computation of rare events via large deviation theory ⋮ Extreme Event Quantification in Dynamical Systems with Random Components ⋮ Computation of extreme values of time averaged observables in climate models with large deviation techniques ⋮ Rare event simulation for stochastic dynamics in continuous time ⋮ Large deviations conditioned on large deviations II: Fluctuating hydrodynamics ⋮ Current large deviations for partially asymmetric particle systems on a ring ⋮ Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit ⋮ A large deviation theory-based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere ⋮ Large deviations and optimal control forces for hard particles in one dimension ⋮ Current fluctuations in a stochastic system of classical particles with next-nearest-neighbor interactions ⋮ Generating stochastic trajectories with global dynamical constraints ⋮ Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume ⋮ Generating constrained run-and-tumble trajectories

Cites Work