Fast Monte Carlo simulations and singularities in the probability distributions of non-equilibrium systems

Abstract

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the asymptotically exact theory in the limit of extremely small noise intensity. Singularities of the non-equilibrium distributions are revealed by the simulations.Comment: 4 pages, 4 figure