Stationary Averaging for Multiscale Continuous Time Markov Chains Using Parallel Replica Dynamics

DOI10.1137/16M1108716zbMath1386.60258arXiv1609.06363OpenAlexW2962880551MaRDI QIDQ4601616

Ting Wang, Petr Plecháč, David Aristoff

Publication date: 17 January 2018

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.06363

zbMATH Keywords

Markov chainsMonte Carlometastabilitystationary distributionreversibilitymultiscale dynamicscoarse grainingstochastic reaction networksparallel replica

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Classical flows, reactions, etc. in chemistry (92E20) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Applications to the sciences (65Z05)

Related Items

Generalizing Parallel Replica Dynamics: Trajectory Fragments, Asynchronous Computing, and PDMPs

Cites Work

• Unnamed Item
• A generalized parallel replica dynamics
• Nested stochastic simulation algorithms for chemical kinetic systems with multiple time scales
• The parallel replica method for computing equilibrium averages of Markov chains
• Quasi stationary distributions and Fleming-Viot processes in countable spaces
• Non-negative matrices and Markov chains.
• A mathematical formalization of the parallel replica dynamics
• Quasi-Stationary Distributions
• The Parallel Replica Method for Simulating Long Trajectories of Markov Chains
• Particle Motions in Absorbing Medium with Hard and Soft Obstacles
• Markov Chains
• On the Infinite Swapping Limit for Parallel Tempering
• Simulation and the Monte Carlo Method