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Computing probabilities of very rare events for Langevin processes: a new method based on importance sampling

O. Mazonka·C. Jarzynski·J. Blocki
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Abstract

Langevin equations are used to model many processes of physical interest, including low-energy nuclear collisions. In this paper we develop a general method for computing probabilities of very rare events (e.g. small fusion cross-sections) for processes described by Langevin dynamics. As we demonstrate with numerical examples as well as an exactly solvable model, our method can converge to the desired answer at a rate which is orders of magnitude faster than that achieved with direct simulations of the process in question.

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O. Mazonka, C. Jarzynski, J. Blocki. 1998-09-24. Computing probabilities of very rare events for Langevin processes: a new method based on importance sampling. https://doi.org/10.1016/s0375-9474(98)00478-3

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