Ordering of limits in the Jarzynski equality.

We consider the sampling problems encountered in computing free-energy differences using Jarzynski's nonequilibrium work relation [Phys. Rev. Lett. 56, 2690 (1997)]. This relation expresses the free-energy change of a system, on which finite-time work is done, as an average over all possible trajectories of the system. This average can then be expressed as a cumulant expansion of the work. We study the scaling of these cumulants with an appropriately defined measure of phase-space accessibility epsilon and particle number N for two simple changes in state. We find that the cumulant expansion is slowly convergent for predominantly entropic processes, those where epsilon is considerably altered during the course of the process. An accurate determination of the free-energy change requires some knowledge of the behavior of the tails of the work distribution associated with the process. Jarzynski's irreversible work relation is only valid with the correct ordering of the infinite limits of N and epsilon, clarifying the regime of its applicability.