A numerical approach to large deviations in continuous-time
نویسندگان
چکیده
We present an algorithm to evaluate large deviation functions associated to historydependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm valuable for systems with multiple time scales, thus extending the work of Giardinà, Kurchan and Peliti [1]. The procedure is supplemented with a thermodynamic-integration scheme which improves its efficiency. We also show how the method can be used to probe large deviation functions in systems with a dynamical phase transition – revealed in our context through the appearance of a non-analyticity in the large deviation functions. A numerical approach to large deviations in continuous-time 2
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