Exponentially Fast Monte Carlo Simulations for Non-equilibrium Systems
نویسندگان
چکیده
A new numerical technique is demonstrated and shown to reduce exponentially the time required for Monte Carlo simulations of non-equilibrium systems. The quasi-stationary probability distribution is computed for two model systems, and the results are compared with the asymptotically exact theory in the limit of extremely small noise intensity. Singularities of the non-equilibrium distributions are revealed by the simulations.
منابع مشابه
Fast monte carlo simulations and singularities in the probability distributions of nonequilibrium systems.
A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of nonequilibrium systems. Results for the quasistationary probability distribution in two model systems are compared with the asymptotically exact theory in the limit of extremely small noise intensity. Singularities of the nonequilibrium distributions are revealed by the simulations.
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تاریخ انتشار 2003