Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics
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Publication:4583369
coarse-grainingLangevin equationfunctional inequalitiesrelative entropy techniqueseffective dynamics for SDEslarge-deviation rate functionals
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)
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.
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(25)- Brownian motion in an \(N\)-scale periodic potential
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