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Importance sampling

The Fokker-Planck equation yields a (the solution to the equation) transition probability given by the Green's function

G(y,x,Δt)=1(4πDΔt)3N/2exp((yxDΔtF(x))2/4DΔt)

which in turn means that our brute force Metropolis algorithm

A(y,x)=min(1,q(y,x))),

with q(y,x)=|ΨT(y)|2/|ΨT(x)|2 is now replaced by the Metropolis-Hastings algorithm as well as Hasting's article,

q(y,x)=G(x,y,Δt)|ΨT(y)|2G(y,x,Δt)|ΨT(x)|2