A numerical approach to large deviations in continuous time

2006/12/31 by Vivien Lecomte, Julien Tailleur · 7 citations
Computer Science · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Nonlinear Dynamics and Pattern Formation #Quantum Mechanics and Applications #cond-mat.stat-mech

paper · pdf · doi:10.1088/1742-5468/2007/03/p03004

published as J. Stat. Mech. (2007) P03004 · Submitted to J. Stat. Mech

arxiv created 2007/01/16 · openalex publication_date 2007/03/01 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We present an algorithm to evaluate large deviation functions associated to history-dependent observables. Instead of relying on a time discretization procedure to approximate the dynamics, we provide a direct continuous-time algorithm valuable for systems with multiple timescales, thus extending the work of Giardinà, Kurchan and Peliti (2006 Phys. Rev. Lett. 96 120603 ). The procedure is supplemented with a thermodynamic-integration scheme which improves its efficiency. We also show how the method can be used to probe large deviation functions in systems with a dynamical phase transition—revealed in our context through the appearance of a non-analyticity in the large deviation functions.

Citations

• Probing rare physical trajectories with Lyapunov weighted dynamics
• Über die von der molekularkinetischen Theorie der Wärme geforderte Bewegung von in ruhenden Flüssigkeiten suspendierten Teilchen
• The Nonequilibrium Thermodynamics of Small Systems

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