Non-Stationary Forward Flux Sampling

Nils B. Becker; Rosalind J. Allen; Pieter Rein ten Wolde

doi:10.1063/1.4704810

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arXiv · 1201.3823

Non-Stationary Forward Flux Sampling

Nils B. Becker·Rosalind J. Allen·Pieter Rein ten Wolde

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Abstract

We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform sampling of trajectories in phase space and time, leading to accurate estimates for time-dependent switching propensities and time-dependent phase space probability densities. The method is suitable for equilibrium or non-equilibrium systems, in or out of stationary state, including non-Markovian or externally driven systems. We demonstrate the validity of the technique by applying it to a one-dimensional barrier crossing problem that can be solved exactly, and show its usefulness by applying it to the time-dependent switching of a genetic toggle switch.

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Nils B. Becker, Rosalind J. Allen, Pieter Rein ten Wolde. 2012-01-18. Non-Stationary Forward Flux Sampling. https://doi.org/10.1063/1.4704810

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