Pathwise estimates for an effective dynamics

DOI10.1016/J.SPA.2017.01.001MaRDI QIDQ2402426zbMATH OpenOpenAlexFDO

Authors F. Legoll, Stefano Olla, Tony Lelièvre

Publication date 7 September 2017

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1605.02644

zbMATH Keywords

averagingeffective dynamics for SDEspathwise estimates

Mathematics Subject Classification ID

Averaging method for ordinary differential equations (34C29) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25)

Abstract: Starting from the overdamped Langevin dynamics in $mathbb{R}^n$, ${\displaystyle }$ dX_t = - abla V(X_t) dt + sqrt{2 �eta^{-1}} dW_t, ${\displaystyle }$ we consider a scalar Markov process $x{i}_t$ which approximates the dynamics of the first component $X_t^1$. In the previous work [F. Legoll, T. Lelievre, Nonlinearity 2010], the fact that $(x{i}_t{)}_{tge0}$ is a good approximation of $(X_t^1{)}_{tge0}$ is proven in terms of time marginals, under assumptions quantifying the timescale separation between the first component and the other components of $X_t$. Here, we prove an upper bound on the trajectorial error $mathbbEleft(su{p}_{0leqtleqT}left|X_t^1-x{i}_{t}ight|ight)$, for any $T>0$, under a similar set of assumptions. We also show that the technique of proof can be used to obtain quantitative averaging results.

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Cites work

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Cited in

(14)

• Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics
• An automatic adaptive importance sampling algorithm for molecular dynamics in reaction coordinates
• Effective dynamics using conditional expectations
• Nonreversible sampling schemes on submanifolds
• Coarse-graining of overdamped Langevin dynamics via the Mori-Zwanzig formalism
• Coarse graining of nonreversible stochastic differential equations: quantitative results and connections to averaging
• Pathwise estimates for effective dynamics: the case of nonlinear vectorial reaction coordinates
• Effective dynamics for non-reversible stochastic differential equations: a quantitative study
• Dynamical Properties of Coarse-Grained Linear SDEs
• Quantitative Coarse-Graining of Markov Chains
• On finding optimal collective variables for complex systems by minimizing the deviation between effective and full dynamics
• A hybrid approach to model reduction of generalized Langevin dynamics
• Learning collective variables that reproduce transition rates
• Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory

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