The Parallel Replica Method for Simulating Long Trajectories of Markov Chains

DOI10.1093/amrx/abu005zbMath1315.65010arXiv1401.4500OpenAlexW2152754729MaRDI QIDQ2927899

David Aristoff, Gideon Simpson, Tony Lelièvre

Publication date: 5 November 2014

Published in: Applied Mathematics Research eXpress (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.4500

zbMATH Keywords

algorithmnumerical examplemetastable statesparallel replica dynamicsalgorithm simulating Markov chainsdecorrelation stepdephasing stepparallel step

Mathematics Subject Classification ID

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

Related Items (3)

Stationary Averaging for Multiscale Continuous Time Markov Chains Using Parallel Replica Dynamics ⋮ A generalized parallel replica dynamics ⋮ Generalizing Parallel Replica Dynamics: Trajectory Fragments, Asynchronous Computing, and PDMPs

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