• Corpus ID: 249926910

Numerical simulations of stochastic inflation using importance sampling

@inproceedings{Jackson2022NumericalSO,
  title={Numerical simulations of stochastic inflation using importance sampling},
  author={Joseph H.P. Jackson and Hooshyar Assadullahi and Kazuya Koyama and Vincent Vennin and David Wands},
  year={2022}
}
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,1 that solves the first-passage time problem of generic onedimensional 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… 

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