Two mathematical tools to analyze metastable stochastic processes

DOI10.1007/978-3-642-33134-3_83zbMATH Open1272.82027arXiv1201.3775OpenAlexW1777223401MaRDI QIDQ2838567FDOQ2838567

Authors: Tony Lelièvre 

Publication date: 10 July 2013

Published in: Numerical Mathematics and Advanced Applications 2011 (Search for Journal in Brave)

Abstract: We present how entropy estimates and logarithmic Sobolev inequalities on the one hand, and the notion of quasi-stationary distribution on the other hand, are useful tools to analyze metastable overdamped Langevin dynamics, in particular to quantify the degree of metastability. We discuss the interest of these approaches to estimate the efficiency of some classical algorithms used to speed up the sampling, and to evaluate the error introduced by some coarse-graining procedures. This paper is a summary of a plenary talk given by the author at the ENUMATH 2011 conference.

Full work available at URL: https://arxiv.org/abs/1201.3775

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zbMATH Keywords

Langevin dynamicsparallel replica dynamicskinetic Monte Carlo models

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cited In (17)

• On the Hill relation and the mean reaction time for metastable processes
• Generalizing Parallel Replica Dynamics: Trajectory Fragments, Asynchronous Computing, and PDMPs
• Metastability for systems of interacting neurons
• An ergodic theorem for the weighted ensemble method
• Variance reduction using nonreversible Langevin samplers
• Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
• Estimation of statistics of transitions and Hill relation for Langevin dynamics
• Error analysis of modified Langevin dynamics
• Optimizing Weighted Ensemble Sampling of Steady States
• An automatic adaptive importance sampling algorithm for molecular dynamics in reaction coordinates
• Partial differential equations and stochastic methods in molecular dynamics
• Mathematical analysis of temperature accelerated dynamics
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• Full metastable asymptotic of the Fisher information
• Self-healing umbrella sampling: convergence and efficiency
• Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias
• Analysis of an adaptive biasing force method based on self-interacting dynamics

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