Multitimescale method for approximating the path action relevant to non-equilibrium statistical physics

Abstract

A path integral formalism has been proposed recently for non-equilibrium statistical physics applications by the author. In this contribution we outline an efficient method for its numerical evaluation. The method used is based on the multiscale MCMC method of Ceperley and co-workers in quantum applications. A significant new feature of the method proposed is that the time endpoint is not fixed and indeed the endpoint sample is the principle object of interest.