  We present a method for computing parameter sensitivities and response
coefficients in Brownian dynamics simulations. The method involves tracking
auxiliary variables (Malliavin weights) in addition to the usual particle
positions, in an unperturbed simulation. The Malliavin weights sample the
derivatives of the probability density with respect to the parameters of
interest and are also interesting dynamical objects in themselves. Malliavin
weight sampling is simple to implement, applies to equilibrium or
nonequilibrium, steady state or time-dependent systems, and scales more
efficiently than standard finite difference methods
