A comparison of generalized hybrid Monte Carlo methods with and without momentum flip

DOI10.1016/j.jcp.2008.12.014zbMath1161.65302OpenAlexW2135461183MaRDI QIDQ1009981

Nawaf Bou-Rabee, Sebastian Reich, Elena Akhmatskaya

Publication date: 3 April 2009

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2008.12.014

zbMATH Keywords

samplingnumerical resultsMonte Carlo methodsMarkov chainmolecular dynamicsLangevin dynamics

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Multiple-time-stepping generalized hybrid Monte Carlo methods ⋮ Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo ⋮ Thread-Parallel Anisotropic Mesh Adaptation ⋮ Hamiltonian sequential Monte Carlo with application to consumer choice behavior ⋮ Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting ⋮ A patch that imparts unconditional stability to explicit integrators for Langevin-like equations ⋮ Combining stochastic and deterministic approaches within high efficiency molecular simulations ⋮ Optimal tuning of the hybrid Monte Carlo algorithm ⋮ Extra chance generalized hybrid Monte Carlo ⋮ Erratum to ``A comparison of generalized hybrid Monte Carlo methods with and without momentum flip ⋮ Metropolis Integration Schemes for Self-Adjoint Diffusions

Uses Software

• GSHMC
• Gromacs

Cites Work

• Unnamed Item
• GSHMC: An efficient method for molecular simulation
• Exponential convergence of Langevin distributions and their discrete approximations
• Shadow hybrid Monte Carlo: an efficient propagator in phase space of macromolecules
• A Metropolis adjusted Nosé-Hoover thermostat
• Dynamical Spatial Warping: A Novel Method for the Conformational Sampling of Biophysical Structure
• The Targeted Shadowing Hybrid Monte Carlo (TSHMC) Method
• Cost of the generalised hybrid Monte Carlo algorithm for free field theory
• Monte Carlo strategies in scientific computing
• Handbook of stochastic methods for physics, chemistry and natural sciences.

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