Hybrid Monte Carlo algorithm for sampling rare events in space-time histories of stochastic fields.
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DOI: 10.1103/physreve.99.053303
Abstract: We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm samples space-time histories of… read more here.
Keywords: hmc algorithm; monte carlo; time; hybrid monte ... See more keywords