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Exponentially fast Monte Carlo simulations for non equilibrium systems.

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

Published
Publication date2003
Host publicationFoundations for successful modelling and simulation: 17th European Simulation Multiconference
EditorsD. Al-Dabass
Place of PublicationGhent
PublisherSCS Europe
Pages181-186
Number of pages6
ISBN (print)3936150257
<mark>Original language</mark>English

Abstract

A new numerical technique is demonstrated and shown to reduce exponentially the time required for Monte Carlo simulations of non-equilibrium systems. The quasi stationary probability dis- tribution is computed for two model systems, and the results 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.