dorsal/arxiv
View SchemaComputing probabilities of very rare events for Langevin processes: a new method based on importance sampling
| Authors | O. Mazonka, C. Jarzynski, J. Blocki |
|---|---|
| Categories | |
| ArXiv ID | nucl-th/9809075 |
| URL | https://arxiv.org/abs/nucl-th/9809075 |
| DOI | 10.1016/S0375-9474(98)00478-3 |
| Journal | Nucl.Phys. A641 (1998) 335-354; Erratum-ibid. A650 (1999) 499-500 |
Abstract
Langevin equations are used to model many processes of physical interest, including low-energy nuclear collisions. In this paper we develop a general method for computing probabilities of very rare events (e.g. small fusion cross-sections) for processes described by Langevin dynamics. As we demonstrate with numerical examples as well as an exactly solvable model, our method can converge to the desired answer at a rate which is orders of magnitude faster than that achieved with direct simulations of the process in question.
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"abstract": "Langevin equations are used to model many processes of physical interest,\nincluding low-energy nuclear collisions. In this paper we develop a general\nmethod for computing probabilities of very rare events (e.g. small fusion\ncross-sections) for processes described by Langevin dynamics. As we demonstrate\nwith numerical examples as well as an exactly solvable model, our method can\nconverge to the desired answer at a rate which is orders of magnitude faster\nthan that achieved with direct simulations of the process in question.",
"arxiv_id": "nucl-th/9809075",
"authors": [
"O. Mazonka",
"C. Jarzynski",
"J. Blocki"
],
"categories": [
"nucl-th"
],
"doi": "10.1016/S0375-9474(98)00478-3",
"journal_ref": "Nucl.Phys. A641 (1998) 335-354; Erratum-ibid. A650 (1999) 499-500",
"title": "Computing probabilities of very rare events for Langevin processes: a new method based on importance sampling",
"url": "https://arxiv.org/abs/nucl-th/9809075"
},
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