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Statements

Subject Item
n2:RIV%2F00216208%3A11320%2F11%3A10104731%21RIV12-MSM-11320___
rdf:type
n9:Vysledek skos:Concept
rdfs:seeAlso
http://iopscience.iop.org/0295-5075/93/4/40003
dcterms:description
We present a new method for simulating Markovian jump processes with timedependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of random time points from a homogeneous Poisson process, where the system under investigation attempts to change its state with certain probabilities.With respect to the underlying master equation the method corresponds to an exact formal solution in terms of a Dyson series. Different algorithms can be derived from the method and their power is demonstrated for a set of interacting two-level systems that are periodically driven by an external field. We present a new method for simulating Markovian jump processes with timedependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of random time points from a homogeneous Poisson process, where the system under investigation attempts to change its state with certain probabilities.With respect to the underlying master equation the method corresponds to an exact formal solution in terms of a Dyson series. Different algorithms can be derived from the method and their power is demonstrated for a set of interacting two-level systems that are periodically driven by an external field.
dcterms:title
Attempt time Monte Carlo: An alternative for simulation of stochastic jump processes with time-dependent transition rates Attempt time Monte Carlo: An alternative for simulation of stochastic jump processes with time-dependent transition rates
skos:prefLabel
Attempt time Monte Carlo: An alternative for simulation of stochastic jump processes with time-dependent transition rates Attempt time Monte Carlo: An alternative for simulation of stochastic jump processes with time-dependent transition rates
skos:notation
RIV/00216208:11320/11:10104731!RIV12-MSM-11320___
n9:predkladatel
n11:orjk%3A11320
n3:aktivita
n4:Z n4:S
n3:aktivity
S, Z(MSM0021620835)
n3:cisloPeriodika
4
n3:dodaniDat
n14:2012
n3:domaciTvurceVysledku
n12:4990552 n12:7814631
n3:druhVysledku
n20:J
n3:duvernostUdaju
n5:S
n3:entitaPredkladatele
n21:predkladatel
n3:idSjednocenehoVysledku
187431
n3:idVysledku
RIV/00216208:11320/11:10104731
n3:jazykVysledku
n15:eng
n3:klicovaSlova
Computational methods in statistical physics and nonlinear dynamics; Monte Carlo methods
n3:klicoveSlovo
n10:Computational%20methods%20in%20statistical%20physics%20and%20nonlinear%20dynamics n10:Monte%20Carlo%20methods
n3:kodStatuVydavatele
FR - Francouzská republika
n3:kontrolniKodProRIV
[40EFA8A45F09]
n3:nazevZdroje
Europhysics Letters
n3:obor
n18:BM
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
4
n3:rokUplatneniVysledku
n14:2011
n3:svazekPeriodika
93
n3:tvurceVysledku
Chvosta, Petr Maass, P. Einax, M. Holubec, Viktor
n3:wos
000287849300003
n3:zamer
n19:MSM0021620835
s:issn
0295-5075
s:numberOfPages
5
n8:doi
10.1209/0295-5075/93/40003
n6:organizacniJednotka
11320