Multitimescale method for approximating the path action relevant to non-equilibrium statistical physics
نویسنده
چکیده
A path integral formalism has been proposed recently for non-equilibrium statistical physics applications (see [2]). In this contribution we outline an efficient method for its numerical evaluation. The method used is based on the multiscale MCMC method of Ceperley and co-workers in quantum applications. A significant new feature of the method proposed is that the time endpoint is not fixed and indeed the endpoint sample is the principal object of interest. 1 Background The action proposed in [2] may be written as
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عنوان ژورنال:
- CoRR
دوره abs/1606.01889 شماره
صفحات -
تاریخ انتشار 2016