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[Licence| Download | New Version Template] aewo_v1_0.tar.gz(1726 Kbytes)
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_0
Distribution 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.

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.