Trajectory stratification of stochastic dynamics

DOI10.1137/16M1104329MaRDI QIDQ4554908zbMATH OpenWikidataFDO

Authors Aaron R. Dinner, Jeremy O. B. Tempkin, Brian van Koten, Jonathan Weare, Jonathan C. Mattingly

Publication date 12 November 2018

Published in SIAM Review (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1610.09426

zbMATH Keywords

computational statistical mechanicsmolecular dynamicsMonte Carlo methodsrare events

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We present a general mathematical framework for trajectory stratification for simulating rare events. Trajectory stratification involves decomposing trajectories of the underlying process into fragments limited to restricted regions of state space (strata), computing averages over the distributions of the trajectory fragments within the strata with minimal communication between them, and combining those averages with appropriate weights to yield averages with respect to the original underlying process. Our framework reveals the full generality and flexibility of trajectory stratification, and it illuminates a common mathematical structure shared by existing algorithms for sampling rare events. We demonstrate the power of the framework by defining strata in terms of both points in time and path-dependent variables for efficiently estimating averages that were not previously tractable.

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Cited in

(12)

• Reactive trajectories and the transition path process
• Analysis and optimization of weighted ensemble sampling
• scientific article; zbMATH DE number 2087491 (Why is no real title available?)
• Multi-point nonequilibrium umbrella sampling and associated fluctuation relations
• An ergodic theorem for the weighted ensemble method
• Optimizing Weighted Ensemble Sampling of Steady States
• Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo
• Sampling rare events across dynamical phase transitions
• Aggregation Methods for Computing Steady States in Statistical Physics
• Simulating rare events in dynamical processes
• Convergence of stratified MCMC sampling of non-reversible dynamics
• Umbrella sampling in non-equilibrium computer simulations

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