Generating transition paths by Langevin bridges.

We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time t(f). These paths are weighted with a probability given by the overdamped Langevin dynamics. We show that these paths can be exactly generated by a non-local stochastic differential equation. In the limit of short times, we show that this complicated non-solvable equation can be simplified into an approximate local stochastic differential equation. For longer times, the paths generated by this approximate equation do not satisfy the correct statistics, but this can be corrected by an adequate reweighting of the trajectories. In all cases, the paths are statistically independent and provide a representative sample of transition paths. The method is illustrated on the one-dimensional quartic oscillator.

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