O. Mazonka et al., COMPUTING PROBABILITIES OF VERY RARE EVENTS FOR LANGEVIN PROCESSES - A NEW METHOD BASED ON IMPORTANCE SAMPLING, Nuclear physics. A, 641(3), 1998, pp. 335-354
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.