Jarzynski's equality, fluctuation theorems, and variance reduction: mathematical analysis and numerical algorithms

DOI10.1007/s10955-019-02286-4zbMath1416.60078arXiv1803.09347OpenAlexW3101016008MaRDI QIDQ2315152

Wei Zhang, Christof Schütte, Carsten Hartmann

Publication date: 1 August 2019

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.09347

zbMATH Keywords

variance reductionfluctuation theoremnonequilibrium dynamicsJarzynski's equalityreaction coordinatefree energy difference

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (4)

Ergodic SDEs on submanifolds and related numerical sampling schemes ⋮ Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes ⋮ Stochastic gradient descent and fast relaxation to thermodynamic equilibrium: A stochastic control approach ⋮ NonReversible Sampling Schemes on Submanifolds

Uses Software

• PRMLT

Cites Work

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