Importance sampling of rare transition events in Markov processes

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 66, Issue 4, 2002, Pages 10-

  Cai, Wei ^a   Kalos, Malvin H ^a   de Koning, Maurice ^a   Bulatov, Vasily V ^a  

^a LAWRENCE LIVERMORE NATIONAL LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

KINETIC MONTE CARLO (KMC) SIMULATION; RARE TRANSITION EVENTS; STOCHASTIC ALGORITHMS; TRANSITION PATHS;

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; MONTE CARLO METHODS; NUCLEATION; PROBABILITY; SAMPLING; STATISTICAL METHODS;

MARKOV PROCESSES;

ARTICLE;

EID: 37649032639     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.66.046703     Document Type: Article

References (12)

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5. One can also use a Metropolis algorithm, in which case the walker does have a finite probability to stay at its current state. The jump probability will then be (Formula presented) (Formula presented) (Formula presented)
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