Rare Events via Parallel Forward Flux Sampling

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Rare events can have extremely important consequences. A recent example is of course the credit crunch of 2008, a global event of a size not seen since the 1930s. A part of the systematic failure to predict this event has been attributed to the failure of the banks' computer models to account properly for these events which, while having very low probability, are of very high import.From the scientific perspective, such a failure is understandable. Simulating rare events is extremely hard. This is for the simple reason that any given computer simulation will simply not see any rare events in any reasonable time. If you are looking for them, most (if not all) of your computational time and effort will be wasted.In our work, we will attempt to improve the situation. To do this, we will combine a powerful new technique for capturing rare events with the use of large supercomputers. The goal of the work is to provide software which will make it easier for scientists to apply this technique (known as Forward Flux Sampling ) to more difficult problems. As an example, the method can be used to study conformational (shape) changes in proteins; rare mistakes in the folding of proteins is thought to play an important role in neurodegenerative diseases. Our new software will help to make the study of such problems more straightforward. It may even help to predict the next financial crisis!