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arXiv · 1011.4234

Attempt-time Monte Carlo: an alternative for simulation of stochastic jump processes with time-dependent transition rates

Viktor Holubec·Petr Chvosta·Mario Einax·Philipp Maass
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Abstract

We present a new method for simulating Markovian jump processes with time-dependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of random time points from a homogeneous Poisson process, where the system under investigation attempts to change its state with certain probabilities. With respect to the underlying master equation the method corresponds to an exact formal solution in terms of a Dyson series. Different algorithms can be derived from the method and their power is demonstrated for a set of interacting two-level systems that are periodically driven by an external field.

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Viktor Holubec, Petr Chvosta, Mario Einax, Philipp Maass. 2010-11-18. Attempt-time Monte Carlo: an alternative for simulation of stochastic jump processes with time-dependent transition rates. https://doi.org/10.1209/0295-5075%2F93%2F40003

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