✦ LIBER ✦
Computing probabilities of very rare events for Langevin processes: a new method based on importance sampling
✍ Scribed by O. Mazonka; C. Jarzyński; J. Błocki
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 917 KB
- Volume
- 641
- Category
- Article
- ISSN
- 0375-9474
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✦ Synopsis
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. ~) 1998 Elsevier Science B.V.