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.
| Author: | Carsten HartmannORCiD, Christof Schütte, Wei Zhang |
|---|---|
| Document Type: | Article |
| Parent Title (English): | Journal of Statistical Physics |
| Volume: | 175 |
| Issue: | 6 |
| First Page: | 1214 |
| Last Page: | 1261 |
| Year of first publication: | 2019 |
| ArXiv Id: | http://arxiv.org/abs/1803.09347 |
| DOI: | https://doi.org/10.1007/s10955-019-02286-4 |
