Volume 93, Number 4, February 2011
|Number of page(s)||5|
|Published online||23 February 2011|
Attempt time Monte Carlo: An alternative for simulation of stochastic jump processes with time-dependent transition rates
Department of Macromolecular Physics, Faculty of Mathematics and Physics, Charles University CZ-18000 Praha, Czech Republic, EU
2 Fachbereich Physik, Universität Osnabrück - Barbarastraße 7, 49076 Osnabrück, Germany, EU
Accepted: 24 January 2011
We present a new method for simulating Markovian jump processes with time-dependent 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.
PACS: 05.10.-a – Computational methods in statistical physics and nonlinear dynamics / 05.10.Ln – Monte Carlo methods
© EPLA, 2011
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