Coarse-graining Langevin dynamics using reduced-order techniques

DOI10.1016/J.JCP.2018.11.035zbMATH Open1451.65010arXiv1802.10133OpenAlexW2789015616WikidataQ128698838 ScholiaQ128698838MaRDI QIDQ2214534FDOQ2214534

Authors: Xiantao Li, Chun Liu, Lina Ma 

Publication date: 9 December 2020

Published in: Journal of Computational Physics (Search for Journal in Brave)

Abstract: This paper considers the reduction of the Langevin equation arising from bio-molecular models. To facilitate the construction and implementation of the reduced models, the problem is formulated as a reduced-order modeling problem. The reduced models can then be directly obtained from a Galerkin projection to appropriately defined Krylov subspaces. The equivalence to a moment-matching procedure, previously implemented in , 2), is proved. A particular emphasis is placed on the reduction of the stochastic noise, which is absent in many order-reduction problems. In particular, for order less than six we can show the reduced model obtained from the subspace projection automatically satisfies the fluctuation-dissipation theorem. Details for the implementations, including a bi-orthogonalization procedure and the minimization of the number of matrix multiplications, will be discussed as well.

Full work available at URL: https://arxiv.org/abs/1802.10133

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zbMATH Keywords

Krylov subspacecoarse grainingfluctuation dissipation theoremreduced order

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (12)

• Stability preserving data-driven models with latent dynamics
• The Mori-Zwanzig formulation of deep learning
• Revaluation of the first-order upwind difference scheme to solve coarse-grained master equations
• Langevin equation for slow degrees of freedom of Hamiltonian systems
• Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism
• Balanced model reduction of partially observed Langevin equations: an averaging principle
• Coarse-graining molecular dynamics models using an extended Galerkin projection method
• Coarse-graining dynamical triangulations: a new scheme
• Data-driven stochastic modeling of coarse-grained dynamics with finite-size effects using Langevin regression
• Linear response based parameter estimation in the presence of model error
• The mechanism of complex Langevin simulations
• Coarse-graining for fast dynamics of order parameters in the phase-field model

Uses Software

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