Some Remarks on Preconditioning Molecular Dynamics
From MaRDI portal
Publication:4967362
DOI10.5802/smai-jcm.29zbMath1416.82020arXiv1612.05435OpenAlexW2963388732WikidataQ125748561 ScholiaQ125748561MaRDI QIDQ4967362
Letif Mones, Houssam Alrachid, Christoph Ortner
Publication date: 3 July 2019
Published in: The SMAI journal of computational mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.05435
Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items
Statistical Finite Elements via Langevin Dynamics, On the Generalized Langevin Equation for Simulated Annealing, Optimal friction matrix for underdamped Langevin sampling, Energy minimization and preconditioning in the simulation of athermal granular materials in two dimensions, Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
Cites Work
- Unnamed Item
- Unnamed Item
- Variance reduction using nonreversible Langevin samplers
- Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
- Exponential return to equilibrium for hypoelliptic quadratic systems
- A central limit theorem for diffusions with periodic coefficients
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
- Exponential convergence of Langevin distributions and their discrete approximations
- Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
- Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions
- Spectra and semigroup smoothing for non-elliptic quadratic operators
- Langevin diffusions and the Metropolis-adjusted Langevin algorithm
- A Liapounov bound for solutions of the Poisson equation
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Central limit theorems for additive functionals of ergodic Markov diffusions processes
- A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- A First Course in the Numerical Analysis of Differential Equations
- Hypocoercivity
- Geometric numerical integration illustrated by the Störmer–Verlet method
- Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
- Regularity and Locality of Point Defects in Multilattices