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  <doc>
    <id>6504</id>
    <completedYear/>
    <publishedYear/>
    <thesisYearAccepted/>
    <language>eng</language>
    <pageFirst/>
    <pageLast/>
    <pageNumber/>
    <edition/>
    <issue/>
    <volume/>
    <type>reportzib</type>
    <publisherName/>
    <publisherPlace/>
    <creatingCorporation/>
    <contributingCorporation/>
    <belongsToBibliography>0</belongsToBibliography>
    <completedDate>--</completedDate>
    <publishedDate>2017-10-06</publishedDate>
    <thesisDateAccepted>--</thesisDateAccepted>
    <title language="eng">Variational characterization of free energy: Theory and algorithms</title>
    <abstract language="eng">The article surveys and extends variational formulations of the thermodynamic free&#13;
energy and discusses their information-theoretic content from the perspective of mathematical statistics. We revisit the well-known Jarzynski equality for  nonequilibrium free energy sampling within the framework of importance sampling and Girsanov change-of-measure transformations. The implications of the different variational formulations for designing efficient stochastic optimization and nonequilibrium simulation algorithms for computing free energies are discussed and illustrated.</abstract>
    <identifier type="issn">1438-0064</identifier>
    <identifier type="urn">urn:nbn:de:0297-zib-65045</identifier>
    <author>Carsten Hartmann</author>
    <submitter>Paulina Bressel</submitter>
    <author>Lorenz Richter</author>
    <author>Christof Schütte</author>
    <author>Wei Zhang</author>
    <series>
      <title>ZIB-Report</title>
      <number>17-52</number>
    </series>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Importance sampling</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Donsker-Varadhan principle</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>thermodynamic free energy</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>nonequilibrium molecular dynamics</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>stochastic approximation</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>cross-entropy method</value>
    </subject>
    <collection role="msc" number="37A60">Dynamical systems in statistical mechanics [See also 82Cxx]</collection>
    <collection role="msc" number="60J60">Diffusion processes [See also 58J65]</collection>
    <collection role="msc" number="82C05">Classical dynamic and nonequilibrium statistical mechanics (general)</collection>
    <collection role="institutes" number="num">Numerical Mathematics</collection>
    <collection role="persons" number="schuette">Schütte, Christof</collection>
    <collection role="projects" number="no-project">no-project</collection>
    <collection role="persons" number="zhang">Zhang, Wei</collection>
    <collection role="institutes" number="MSoCP">Modeling and Simulation of Complex Processes</collection>
    <file>https://opus4.kobv.de/opus4-zib/files/6504/ZIB-Report_17-52.pdf</file>
  </doc>
</export-example>
