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arXiv · 1607.08804

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

Esteban Guevara Hidalgo·Takahiro Nemoto·Vivien Lecomte
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Abstract

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.

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BibTeXRIS

Esteban Guevara Hidalgo, Takahiro Nemoto, Vivien Lecomte. 2017-05-10. Finite-Time and -Size Scalings in the Evaluation of Large Deviation Functions: Numerical Approach in Continuous Time. https://doi.org/10.1103/physreve.95.062134

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