Fast Monte Carlo simulations and singularities in the probability distributions of non-equilibrium systems

A. Bandrivskyy; S. Beri; D. G. Luchinsky; R. Mannella; P. V. E. McClintock

doi:10.1103/physrevlett.90.210201

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arXiv · nlin/0212038

Fast Monte Carlo simulations and singularities in the probability distributions of non-equilibrium systems

A. Bandrivskyy·S. Beri·D. G. Luchinsky·R. Mannella·P. V. E. McClintock

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Abstract

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the asymptotically exact theory in the limit of extremely small noise intensity. Singularities of the non-equilibrium distributions are revealed by the simulations.

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A. Bandrivskyy, S. Beri, D. G. Luchinsky, R. Mannella, P. V. E. McClintock. 2003-02-28. Fast Monte Carlo simulations and singularities in the probability distributions of non-equilibrium systems. https://doi.org/10.1103/physrevlett.90.210201

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