Bandrivskyy, A. and Beri, S. and Luchinsky, D. G. and Mannella, R. and McClintock, Peter V. E. (2003) Exponentially fast Monte Carlo simulations for non equilibrium systems. In: Foundations for successful modelling and simulation. SCS Europe, Ghent, pp. 181-186. ISBN 3936150257
A new numerical technique is demonstrated and shown to reduce exponentially the time required for Monte Carlo simulations of non-equilibrium systems. The quasi stationary probability dis- tribution is computed for two model systems, and the results are compared with the asymptotically exact theory in the limit of extremely small noise intensity. Singularities of the non-equilibrium distributions are revealed by the simulations.
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