A patch that imparts unconditional stability to explicit integrators for Langevin-like equations

DOI10.1016/j.jcp.2011.12.007zbMath1430.65003arXiv1010.4278OpenAlexW2093819642MaRDI QIDQ419615

Nawaf Bou-Rabee, Eric Vanden-Eijnden

Publication date: 18 May 2012

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

Full work available at URL: https://arxiv.org/abs/1010.4278

zbMATH Keywords

molecular dynamicsmetropolis-HastingsRATTLERESPAVerlet

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (13)

Reflection couplings and contraction rates for diffusions ⋮ On Irreversible Metropolis Sampling Related to Langevin Dynamics ⋮ Fast Randomized Iteration: Diffusion Monte Carlo through the Lens of Numerical Linear Algebra ⋮ A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations ⋮ Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations ⋮ High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion ⋮ SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations ⋮ Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics ⋮ Partial differential equations and stochastic methods in molecular dynamics ⋮ Error analysis of the transport properties of Metropolized schemes ⋮ A function space HMC algorithm with second order Langevin diffusion limit ⋮ Geometric integrators and the Hamiltonian Monte Carlo method ⋮ Multiscale modelling and splitting approaches for fluids composed of Coulomb-interacting particles

Uses Software

• GSHMC

Cites Work

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