| Numéro |
J. Phys. IV France
Volume 08, Numéro PR6, October 1998
International Conference on Disorder and Chaos in honour of Giovanni Paladin
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|---|---|---|
| Page(s) | Pr6-241 - Pr6-245 | |
| DOI | https://doi.org/10.1051/jp4:1998633 | |
International Conference on Disorder and Chaos in honour of Giovanni Paladin
J. Phys. IV France 08 (1998) Pr6-241-Pr6-245
DOI: 10.1051/jp4:1998633
Dipartimento di Fisica, Università di Pisa and INFM, piazza Torricelli 2, Pisa, Italy
© EDP Sciences 1998
J. Phys. IV France 08 (1998) Pr6-241-Pr6-245
DOI: 10.1051/jp4:1998633
Numerical tricks for studying large rare fluctuations
R. MannellaDipartimento di Fisica, Università di Pisa and INFM, piazza Torricelli 2, Pisa, Italy
Abstract
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