Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics

DOI10.1088/1361-6544/AACED5zbMATH Open1394.35210arXiv1712.09920OpenAlexW2780885427WikidataQ59902299 ScholiaQ59902299MaRDI QIDQ4583369FDOQ4583369

Authors: Manh Hong Duong, Agnes Lamacz, André Schlichting, Upanshu Sharma, Mark A. Peletier 

Publication date: 28 August 2018

Published in: Nonlinearity (Search for Journal in Brave)

Abstract: In molecular dynamics and sampling of high dimensional Gibbs measures coarse-graining is an important technique to reduce the dimensionality of the problem. We will study and quantify the coarse-graining error between the coarse-grained dynamics and an effective dynamics. The effective dynamics is a Markov process on the coarse-grained state space obtained by a closure procedure from the coarse-grained coefficients. We obtain error estimates both in relative entropy and Wasserstein distance, for both Langevin and overdamped Langevin dynamics. The approach allows for vectorial coarse-graining maps. Hereby, the quality of the chosen coarse-graining is measured by certain functional inequalities encoding the scale separation of the Gibbs measure. The method is based on error estimates between solutions of (kinetic) Fokker-Planck equations in terms of large-deviation rate functionals.

Full work available at URL: https://arxiv.org/abs/1712.09920

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zbMATH Keywords

coarse-grainingLangevin equationfunctional inequalitiesrelative entropy techniqueseffective dynamics for SDEslarge-deviation rate functionals

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic behavior of solutions to PDEs (35B40) Second-order parabolic equations (35K10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (23)

• Brownian motion in an \(N\)-scale periodic potential
• Effective dynamics using conditional expectations
• Effective dynamics for non-reversible stochastic differential equations: a quantitative study
• Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations
• Bounding the coarse graining error in hidden Markov dynamics
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• Quantitative Coarse-Graining of Markov Chains
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• Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory
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