Finite-Time and -Size Scalings in the Evaluation of Large Deviation Functions. Numerical Analysis in Continuous Time.

Rare trajectories of stochastic systems are important to understand because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provide a numerical tool allowing their study, by means of simulating a large number of copies of the system, which are subjected to a selection rule that favors the rare trajectories of interest. However, such algorithms are plagued by finite simulation time- and finite population size- effects that can render their use delicate. Using the continuous-time cloning algorithm, we analyze the finite-time and finite-size scalings of estimators of the large deviation functions associated to the distribution of the rare trajectories. We use these scalings in order to propose a numerical approach which allows to extract the infinite-time and infinite-size limit of these estimators.