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arXiv · 1610.09968

Thermodynamic Integration Methods, Infinite Swapping and the Calculation of Generalized Averages

J. D. Doll·P. Dupuis·P. Nyquist
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Abstract

In the present paper we examine the risk-sensitive and sampling issues associated with the problem of calculating generalized averages. By combining thermodynamic integration and Stationary Phase Monte Carlo techniques, we develop an approach for such problems and explore its utility for a prototypical class of applications.

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J. D. Doll, P. Dupuis, P. Nyquist. 2016-10-31. Thermodynamic Integration Methods, Infinite Swapping and the Calculation of Generalized Averages. https://doi.org/10.1063/1.4979493

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