On a connection between Adaptive Multilevel Splitting and stochastic waves
1 : Laboratoire de Statistique Théorique et Appliquée
(LSTA)
Université Pierre et Marie Curie (UPMC) - Paris VI
Adaptive Multilevel Splitting (AMS for short) is a general Monte-Carlo method to simulate and estimate rare events. In the framework of molecular dynamics, this technique can for example be used to generate reactive trajectories, namely equilibrium trajectories leaving a metastable state and ending in another one. In this talk, we will present a connection between AMS and stochastic waves, i.e. the transformation of a Markov process by a random time change. In particular, this connection allows us to analyze AMS as a Fleming-Viot type particle system.
| Subject : | : | oral |
| Topics | : | Statistical mechanics and computation of large deviation rate functions |
| PDF version | : |  PDF version |
