Computer Physics Communications Program LibraryPrograms in Physics & Physical Chemistry |

[Licence| Download | New Version Template] aewo_v1_0.tar.gz(1726 Kbytes) | ||
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Manuscript Title: Multidimensional integration through Markovian sampling under steered function morphing: a physical guise from statistical mechanics | ||

Authors: Mirco Zerbetto, Diego Frezzato | ||

Program title: JEMDI | ||

Catalogue identifier: AEWO_v1_0Distribution format: tar.gz | ||

Journal reference: Comput. Phys. Commun. 195(2015)129 | ||

Programming language: C++. | ||

Computer: PC and Macintosh. | ||

Operating system: Unix. | ||

RAM: 1 024 000 000 bytes | ||

Keywords: Multidimensional integration, Stochastic sampling, Jarzynski equality. | ||

Classification: 4.11, 4.13. | ||

External routines: SPRNG included in the distribution file. | ||

Nature of problem:Integration of general functions of many variables | ||

Solution method:JEMDI is a library that provides methods for the evaluation of general 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 flat profile. Employing a revised abstract reformulation of Jarzynski's equality, the original integral is cast into the exponential average of the distribution of the pseudo-work involved in doing the morphing of the integrand function, which is straightforwardly solved. | ||

Restrictions:The method is efficiently applicable to the integration of functions of a few hundreds of variables. | ||

Running time:Extremely variable, depending on the complexity of the function to integrate and the number of variables. The examples included in the distribution take about 3 minutes to run. |

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