Fast monte carlo simulations and singularities in the probability distributions of nonequilibrium systems

Phys Rev Lett. 2003 May 30;90(21):210201. doi: 10.1103/PhysRevLett.90.210201. Epub 2003 May 30.

Abstract

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of nonequilibrium systems. Results for the quasistationary probability distribution in two model systems are compared with the asymptotically exact theory in the limit of extremely small noise intensity. Singularities of the nonequilibrium distributions are revealed by the simulations.