Efficient rare event simulation by optimal nonequilibrium forcing
نویسندگان
چکیده
منابع مشابه
Efficient rare event simulation by optimal nonequilibrium forcing
Rare event simulation and estimation for systems in equilibrium are among the most challenging topics in molecular dynamics. As was shown by Jarzynski and others, nonequilibrium forcing can theoretically be used to obtain equilibrium rare event statistics. The advantage seems to be that the external force can speed up the sampling of the rare events by biasing the equilibrium distribution towar...
متن کاملNonequilibrium Rare-Event Sampling
This paper by Berryman and Schilling [1] has been in the literature for a year now, and is a valuable addition to the battery of techniques available to study nonequilibrium processes by molecular simulation; but it seems not to have attracted much attention. In the challenging field of " rare events " , there are three broad target areas, of increasing degree of difficulty: (a) systems in equi...
متن کاملEfficient Rare-event Simulation for Perpetuities
We consider perpetuities of the form D = B1 exp (Y1) +B2 exp (Y1 + Y2) + ..., where the Yj ’s and Bj ’s might be i.i.d. or jointly driven by a suitable Markov chain. We assume that the Yj ’s satisfy the so-called Cramér condition with associated root θ∗ ∈ (0,∞) and that the tails of the Bj ’s are appropriately behaved so that D is regularly varying with index θ∗. We illustrate by means of an ex...
متن کاملSequence Alignment by Rare Event Simulation
We present a new stochastic method for finding the optimal alignment of DNA sequences. The method works by generating random paths through a graph (the edit graph) according to a Markov chain. Each path is assigned a score, and these scores are used to modify the transition probabilities of the Markov chain. This procedure converges to a fixed path through the graph, corresponding to the optima...
متن کاملEfficient Rare Event Simulation for Failure Problems in Random Media
We study rare events associated to solutions of elliptic partial differential equations with spatially varying random coefficients. The random coefficients follow the lognormal distribution, which is determined by a Gaussian process. This model is employed to study the failure problem of elastic materials in random media in which the failure is characterized by that the strain field exceeds a h...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Statistical Mechanics: Theory and Experiment
سال: 2012
ISSN: 1742-5468
DOI: 10.1088/1742-5468/2012/11/p11004