NUMERICAL TRICKS FOR STUDYING LARGE RARE FLUCTUATIONS

Authors
MANNELLA R
Citation
R. Mannella, NUMERICAL TRICKS FOR STUDYING LARGE RARE FLUCTUATIONS, Journal de physique. IV, 8(P6), 1998, pp. 241-245
Citations number
2
Categorie Soggetti
Physics
Journal title
Journal de physique. IV → ACNP
ISSN journal
11554339
Volume
8
Issue
P6
Year of publication
1998
Pages
241 - 245
Database
ISI
SICI code
1155-4339(1998)8:P6<241:NTFSLR>2.0.ZU;2-W
Abstract
I present some tricks useful in the simulation of stochastic different ial equations, with particular attention to the simulation of rare flu ctuations, a topic of interest in the light of recent theoretical work on optimal paths. The ''best algorithm'' and some problems connected to the treatment of the boundaries will be discussed.