Multidimensional integration through Markovian sampling under steered function morphing: A physical guise from statistical mechanics

Published: 1 October 2015| Version 1 | DOI: 10.17632/nd4bf5vhj7.1
Mirco Zerbetto, Diego Frezzato


Abstract We present a computational strategy for the evaluation of multidimensional integrals on hyper-rectangles based on Markovian stochastic exploration of the integration domain while the integrand is being morphed by starting from an initial appropriate profile. Thanks to an abstract reformulation of Jarzynski’s equality applied in stochastic thermodynamics to evaluate the free-energy profiles along selected reaction coordinates via non-equilibrium transformations, it is possible to cast the orig... Title of program: JEMDI Catalogue Id: AEWO_v1_0 Nature of problem Integration of general functions of many variables Versions of this program held in the CPC repository in Mendeley Data AEWO_v1_0; JEMDI; 10.1016/j.cpc.2015.04.010 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2018)



Computational Physics, Computational Method