6939
2018
2019
eng
1214
1261
6
175
article
0
2019-04-08
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Jarzynski's equality, fluctuation theorems, and variance reduction: Mathematical analysis and numerical algorithms
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.
Journal of Statistical Physics
1803.09347
10.1007/s10955-019-02286-4
yes
2019-04-04
Carsten Hartmann
Paulina Bressel
Christof Schütte
Wei Zhang
Numerical Mathematics
Schütte, Christof
MODAL-MedLab
SFB1114-A5
MODAL-Gesamt
Zhang, Wei