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
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