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Jarzynski’s Equality, Fluctuation Theorems, and Variance Reduction: Mathematical Analysis and Numerical Algorithms

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In this paper, we study Jarzynski’s equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature,… Click to show full abstract

In this paper, we study Jarzynski’s equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these nonequilibrium theorems using mathematical arguments, therefore enabling further investigations in the mathematical community. On the numerical side, variance reduction approaches such as importance sampling method are studied in order to compute free energy differences based on Jarzynski’s equality.

Keywords: jarzynski equality; fluctuation theorems; equality fluctuation; variance reduction; equality

Journal Title: Journal of Statistical Physics
Year Published: 2019

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