Welcome to PyFPT’s documentation!

This is the documentation for a Python/Cython package to run first-passage time (FPT) simulations using importance sampling.

This package will let you numerically investigate the tail of the probability density for first passage times, for a general 1D Langevin equation. See the guide section for how to install PyFPT, as well as a how-to on running your first simulation.

The tail of the probability density is investigated using the method of importance sampling, where a bias increases the probability of large FPTs, resulting in a sample distribution, which are then weighted to reproduce the rare events of the target distribution. The Numerics module both runs the simulations and performs the data analysis.

This package was originally developed to solve FPT problems in stochastic slow-roll inflation, and as such it also comes with functionality to compare the numerical results with analytical expectations, see Analytical Functions.

Contents:

Indices and tables