Home > Research > Publications & Outputs > Dynamic importance sampling for the escape prob...

Electronic data


Text available via DOI:

View graph of relations

Dynamic importance sampling for the escape problem in nonequilibrium systems : observation of shifts in optimal paths.

Research output: Contribution to journalJournal article

<mark>Journal publication date</mark>01/2004
<mark>Journal</mark>Physical Review Letters
Issue number2
Pages (from-to)020601
<mark>Original language</mark>English


The activation problem is investigated in two-dimensional nonequilibrium systems. A numerical approach based on dynamic importance sampling (DIMS) is introduced. DIMS accelerates the simulations and allows the investigation to access noise intensities that were previously forbidden. The escape path is observed to be shifted compared to a heteroclinic trajectory calculated in the limit of zero-noise intensity. A theory to account for such shifts is presented and shown to agree with the simulations for a wide range of noise intensities.