Repository: Freie Universität Berlin, Math Department

Jarzysnki equality, fluctuation theorems and variance reduction: Mathematical analysis and numerical algorithms

Hartmann, C. and Schütte, Ch. and Zhang, W. (2019) Jarzysnki equality, fluctuation theorems and variance reduction: Mathematical analysis and numerical algorithms. J. Stat. Phys., 175 (6). pp. 1214-1261. ISSN 0022-4715; ESSN: 1572-9613

[img]
Preview
PDF
775kB

Official URL: https://dx.doi.org/10.1007/s10955-019-02286-4

Abstract

In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these nonequilibrium theorems using mathematical arguments, therefore enabling further investigations in the mathematical community. On the numerical side, variance reduction approaches such as importance sampling method are studied in order to compute free energy differences based on Jarzynski's equality.

Item Type:Article
Additional Information:SFB 1114 Preprint in arXiv:1803.09347
Subjects:Mathematical and Computer Sciences > Mathematics > Applied Mathematics
Divisions:Department of Mathematics and Computer Science > Institute of Mathematics
ID Code:2382
Deposited By: Silvia Hoemke
Deposited On:20 Nov 2019 11:00
Last Modified:20 Nov 2019 11:00

Repository Staff Only: item control page