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A dynamical monte carlo algorithm for master equations with time-dependent transition rates

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Abstract

A Monte Carlo algorithm for simulating master equations with time-dependent transition rates is described. It is based on a waiting time image, and takes into account that the system can become frozen when the transition rates tend to zero fast enough in time. An analytical justification is provided. The algorithm reduces to the Bortz-Kalos-Lebowitz one when the transition rates are constant. Since the exact evaluation of waiting times is rather involved in general, a simple and efficient iterative method for accurately calculating them is introduced. As an example, the algorithm is applied to a one-dimensional Ising system with Glauber dynamics. It is shown that it reproduces the exact analytical results, being more efficient than the direct implementation of the Metropolis algorithm

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Prados, A., Brey, J.J. & Sánchez-Rey, B. A dynamical monte carlo algorithm for master equations with time-dependent transition rates. J Stat Phys 89, 709–734 (1997). https://doi.org/10.1007/BF02765541

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