J. Phys. IV France 08 (1998) Pr6-241-Pr6-245
Numerical tricks for studying large rare fluctuationsR. Mannella
Dipartimento di Fisica, Università di Pisa and INFM, piazza Torricelli 2, Pisa, Italy
I present some tricks useful in the simulation of stochastic differential equations, with particular attention to the simulation of rare fluctuations, a topic of interest in the light of recent theoretical work on optimal paths. The "best algorithm" and some problems connected to the treatment of the boundaries will be discussed.
© EDP Sciences 1998