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. 12141261. ISSN 00224715; ESSN: 15729613

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Official URL: https://dx.doi.org/10.1007/s10955019022864
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 
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