TY - JOUR
A1 - Hartmann, Carsten
A1 - SchÃ¼tte, Christof
A1 - Zhang, Wei
T1 - Jarzynski's equality, fluctuation theorems, and variance reduction: Mathematical analysis and numerical algorithms
T2 - Journal of Statistical Physics
N2 - 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.
Y1 - 2019
UR - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/6939
VL - 175
IS - 6
SP - 1214
EP - 1261
ER -