A mathematical framework for exact milestoning

DOI10.1137/15M102157XzbMATH Open1338.82035arXiv1505.02451OpenAlexW2963901538WikidataQ42569287 ScholiaQ42569287MaRDI QIDQ2806409FDOQ2806409

Juan M. Bello-Rivas, David Aristoff, Ron Elber

Publication date: 18 May 2016

Published in: Multiscale Modeling \& Simulation (Search for Journal in Brave)

Abstract: We give a mathematical framework for Exact Milestoning, a recently introduced algorithm for mapping a continuous time stochastic process into a Markov chain or semi-Markov process that can be efficiently simulated and analyzed. We generalize the setting of Exact Milestoning and give explicit error bounds for the error in the Milestoning equation for mean first passage times.

Full work available at URL: https://arxiv.org/abs/1505.02451

Recommendations

• A mathematical theory of optimal milestoning (with a detour via exact milestoning)
• On the approximation quality of Markov state models
• Transition Path Theory for Markov Jump Processes
• A first step to implement Gillespie's algorithm with rejection sampling
• Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains

zbMATH Keywords

stationary distributionlong-time dynamicssemi-Markov processesaccelerated molecular dynamics

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Dynamic continuum models (systems of particles, etc.) in time-dependent statistical mechanics (82C21)

Cites Work

• ARPACK Users' Guide
• Title not available (Why is that?)
• Nonlinear time series. Theory, methods and applications with R examples
• Stopped diffusion processes: boundary corrections and overshoot
• Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme
• Title not available (Why is that?)
• Title not available (Why is that?)
• Mean Exit Times and the Multilevel Monte Carlo Method
• On the Markov renewal theorem
• On the Approximation Quality of Markov State Models
• Molecular modeling and simulation. An interdisciplinary guide.
• Transition Path Theory for Markov Jump Processes
• First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations
• Regular Perturbation of V-Geometrically Ergodic Markov Chains
• Activation Energies from Transition Path Sampling Simulations
• How to Eat Your Entropy and Have It Too – Optimal Recovery Strategies for Compromised RNGs
• A mathematical framework for exact milestoning

Cited In (6)

• On the Hill relation and the mean reaction time for metastable processes
• A mathematical framework for exact milestoning
• Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning
• Aggregation Methods for Computing Steady States in Statistical Physics
• Analysis and optimization of weighted ensemble sampling
• Convergence of stratified MCMC sampling of non-reversible dynamics

Uses Software

• ARPACK
• DRNG

This page was built for publication: A mathematical framework for exact milestoning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2806409)