Direct evaluation of dynamical large-deviation rate functions using a variational ansatz.


Journal

Physical review. E
ISSN: 2470-0053
Titre abrégé: Phys Rev E
Pays: United States
ID NLM: 101676019

Informations de publication

Date de publication:
Nov 2019
Historique:
received: 01 05 2019
entrez: 25 12 2019
pubmed: 25 12 2019
medline: 25 12 2019
Statut: ppublish

Résumé

We describe a simple form of importance sampling designed to bound and compute large-deviation rate functions for time-extensive dynamical observables in continuous-time Markov chains. We start with a model, defined by a set of rates, and a time-extensive dynamical observable. We construct a reference model, a variational ansatz for the behavior of the original model conditioned on atypical values of the observable. Direct simulation of the reference model provides an upper bound on the large-deviation rate function associated with the original model, an estimate of the tightness of the bound, and, if the ansatz is chosen well, the exact rate function. The exact rare behavior of the original model does not need to be known in advance. We use this method to calculate rate functions for currents and counting observables in a set of network- and lattice models taken from the literature. Straightforward ansätze yield bounds that are tighter than bounds obtained from Level 2.5 of large deviations via approximations that involve uniform scalings of rates. We show how to correct these bounds in order to recover the rate functions exactly. Our approach is complementary to more specialized methods and offers a physically transparent framework for approximating and calculating the likelihood of dynamical large deviations.

Identifiants

pubmed: 31869879
doi: 10.1103/PhysRevE.100.052139
doi:

Types de publication

Journal Article

Langues

eng

Sous-ensembles de citation

IM

Pagination

052139

Auteurs

Daniel Jacobson (D)

Division of Chemistry and Chemical Engineering, California Institute of Technology, Pasadena, California 91125, USA.

Stephen Whitelam (S)

Molecular Foundry, Lawrence Berkeley National Laboratory, 1 Cyclotron Road, Berkeley, California 94720, USA.

Classifications MeSH