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arXiv 1607.08804cond-mat.stat-mech
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大偏差函数计算中的时间尺度和尺度尺度:连续时间的数值方法

Finite-Time and -Size Scalings in the Evaluation of Large Deviation Functions: Numerical Approach in Continuous Time

Esteban Guevara Hidalgo, Takahiro Nemoto, Vivien Lecomte

摘要:

了解随机系统的罕见轨迹是很重要的,因为它们具有潜在的影响。然而,它们的性质根据定义难以直接取样。种群动力学提供了一个数值工具,允许他们的研究,通过模拟系统的大量副本,这些副本受到有利于感兴趣的罕见轨迹的选择规则的影响。这种算法受到有限模拟时间和有限种群规模的影响,这可能使它们的使用变得微妙。在本文中,我们提出了一种数值方法,它使用有限的时间和有限尺寸标度的估计的大偏差函数的分布罕见的轨迹。我们提出的方法允许一个提取这些估计的无限时间和无限大小的限制-如所示的接触过程-提供了一个显着的改进的大偏差函数估计相比,标准的。

英文摘要:

Rare trajectories of stochastic systems are important to understand -- because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provides a numerical tool allowing their study, by means of simulating a large number of copies of the system, which are subjected to selection rules that favor the rare trajectories of interest. Such algorithms are plagued by finite simulation time- and finite population size- effects that can render their use delicate. In this paper, we present a numerical approach which uses the finite-time and finite-size scalings of estimators of the large deviation functions associated to the distribution of rare trajectories. The method we propose allows one to extract the infinite-time and infinite-size limit of these estimators which -- as shown on the contact process -- provides a significant improvement of the large deviation functions estimators compared to the the standard one.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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