论文标题
使用重要性抽样的随机通货膨胀的数值模拟
Numerical simulations of stochastic inflation using importance sampling
论文作者
论文摘要
我们展示了如何使用重要性抽样来重建随机通货膨胀中罕见的宇宙学波动的统计数据。我们已经开发了一个公开可用的软件包PYFPT,该软件包解决了通用一维langevin流程的第一学期时间问题。在随机性的形式主义中,这些与通货膨胀结束时的曲率扰动有关。我们将这种方法应用于二次通货膨胀,其中半分析结果的存在使我们可以基准我们的方法。我们在估计的统计误差中发现了极好的一致性,无论是在漂移和扩散为主导的方案中。该计算最多需要几个小时的单个CPU,并且可以达到通货膨胀结束时每个可观察到的宇宙少于一个哈勃贴片的概率值。通过直接采样,即使使用当前最佳的超级计算机,这将需要超过宇宙年龄才能模拟。作为应用程序,我们研究大型边界的存在如何影响概率分布的尾巴。我们还发现,与高斯性的非扰动偏差并不总是具有简单的指数类型。
We show how importance sampling can be used to reconstruct the statistics of rare cosmological fluctuations in stochastic inflation. We have developed a publicly available package, PyFPT, that solves the first-passage time problem of generic one-dimensional Langevin processes. In the stochastic-$δN$ formalism, these are related to the curvature perturbation at the end of inflation. We apply this method to quadratic inflation, where the existence of semi-analytical results allows us to benchmark our approach. We find excellent agreement within the estimated statistical error, both in the drift- and diffusion-dominated regimes. The computation takes at most a few hours on a single CPU, and can reach probability values corresponding to less than one Hubble patch per observable universe at the end of inflation. With direct sampling, this would take more than the age of the universe to simulate even with the best current supercomputers. As an application, we study how the presence of large-field boundaries might affect the tail of the probability distribution. We also find that non-perturbative deviations from Gaussianity are not always of the simple exponential type.