1 research outputs found
Efficient Dynamic Importance Sampling of Rare Events in One Dimension
Exploiting stochastic path integral theory, we obtain \emph{by simulation}
substantial gains in efficiency for the computation of reaction rates in
one-dimensional, bistable, overdamped stochastic systems. Using a well-defined
measure of efficiency, we compare implementations of ``Dynamic Importance
Sampling'' (DIMS) methods to unbiased simulation. The best DIMS algorithms are
shown to increase efficiency by factors of approximately 20 for a
barrier height and 300 for , compared to unbiased simulation. The
gains result from close emulation of natural (unbiased), instanton-like
crossing events with artificially decreased waiting times between events that
are corrected for in rate calculations. The artificial crossing events are
generated using the closed-form solution to the most probable crossing event
described by the Onsager-Machlup action. While the best biasing methods require
the second derivative of the potential (resulting from the ``Jacobian'' term in
the action, which is discussed at length), algorithms employing solely the
first derivative do nearly as well. We discuss the importance of
one-dimensional models to larger systems, and suggest extensions to
higher-dimensional systems.Comment: version to be published in Phys. Rev.