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Exponentially fast Monte Carlo simulations for non equilibrium systems.

Research output: Contribution in Book/Report/ProceedingsChapter

Published

Publication date2003
Host publicationESM 2003: 17TH European Simulatio Multiconference Foundations for Successful Modelling and Simulation
EditorsD. AlDabass
Place of publicationGhent
PublisherSCS Europe
Pages181 -186
ISBN (Print)3-936150-25-7
Original languageEnglish

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.