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A numerical approach to large deviations in continuous-time

Vivien Lecomte·Julien Tailleur
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Abstract

We present an algorithm to evaluate the large deviation functions associated to history-dependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm, valuable for systems with multiple time scales, thus extending the work of Giardinà, Kurchan and Peliti (PRL 96, 120603 (2006)). The procedure is supplemented with a thermodynamic-integration scheme, which improves its efficiency. We also show how the method can be used to probe large deviation functions in systems with a dynamical phase transition -- revealed in our context through the appearance of a non-analyticity in the large deviation functions.

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Vivien Lecomte, Julien Tailleur. 2007-01-16. A numerical approach to large deviations in continuous-time. https://doi.org/10.1088/1742-5468%2F2007%2F03%2Fp03004

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