Numerical analysis of parallel replica dynamics

DOI10.1051/M2AN/2013068zbMATH Open1298.65016arXiv1204.0819OpenAlexW2963324644MaRDI QIDQ5397516FDOQ5397516

Authors: Gideon Simpson, Mitchell Luskin 

Publication date: 24 February 2014

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Abstract: Parallel replica dynamics is a method for accelerating the computation of processes characterized by a sequence of infrequent events. In this work, the processes are governed by the overdamped Langevin equation. Such processes spend much of their time about the minima of the underlying potential, occasionally transitioning into different basins of attraction. The essential idea of parallel replica dynamics is that the exit time distribution from a given well for a single process can be approximated by the minimum of the exit time distributions of $N$ independent identical processes, each run for only 1/N-th the amount of time. While promising, this leads to a series of numerical analysis questions about the accuracy of the exit distributions. Building upon the recent work in Le Bris et al., we prove a unified error estimate on the exit distributions of the algorithm against an unaccelerated process. Furthermore, we study a dephasing mechanism, and prove that it will successfully complete.

Full work available at URL: https://arxiv.org/abs/1204.0819

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zbMATH Keywords

metastabilityquasi-stationary distributionLangevin processexit timesaccelerated dynamicsparallel replica

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Systems with slow and fast motions for nonlinear problems in mechanics (70K70) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)

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