COMPUTING PROBABILITIES OF VERY RARE EVENTS FOR LANGEVIN PROCESSES - A NEW METHOD BASED ON IMPORTANCE SAMPLING

Langevin equations are used to model many processes of physical intere st, 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 dyna mics, As we demonstrate with numerical examples as well as an exactly solvable model, our method can converge to the desired answer at a rat e which is orders of magnitude faster than that achieved with direct s imulations of the process in question, (C) 1998 Elsevier Science B.V.