Voir la notice de l'article provenant de la source Numdam
Parallel replica dynamics is a method for accelerating the computation of processes characterized by a sequence of infrequent events. In this work, the processes are governed by the overdamped Langevin equation. Such processes spend much of their time about the minima of the underlying potential, occasionally transitioning into different basins of attraction. The essential idea of parallel replica dynamics is that the exit distribution from a given well for a single process can be approximated by the distribution of the first exit of N independent identical processes, each run for only 1 / N-th the amount of time. While promising, this leads to a series of numerical analysis questions about the accuracy of the exit distributions. Building upon the recent work in [C. Le Bris, T. Lelièvre, M. Luskin and D. Perez, Monte Carlo Methods Appl. 18 (2012) 119-146], we prove a unified error estimate on the exit distributions of the algorithm against an unaccelerated process. Furthermore, we study a dephasing mechanism, and prove that it will successfully complete.
@article{M2AN_2013__47_5_1287_0,
author = {Simpson, Gideon and Luskin, Mitchell},
title = {Numerical analysis of parallel replica dynamics},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
pages = {1287--1314},
publisher = {EDP-Sciences},
volume = {47},
number = {5},
year = {2013},
doi = {10.1051/m2an/2013068},
mrnumber = {3100764},
zbl = {1298.65016},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/m2an/2013068/}
}
TY - JOUR AU - Simpson, Gideon AU - Luskin, Mitchell TI - Numerical analysis of parallel replica dynamics JO - ESAIM: Mathematical Modelling and Numerical Analysis PY - 2013 SP - 1287 EP - 1314 VL - 47 IS - 5 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/m2an/2013068/ DO - 10.1051/m2an/2013068 LA - en ID - M2AN_2013__47_5_1287_0 ER -
%0 Journal Article %A Simpson, Gideon %A Luskin, Mitchell %T Numerical analysis of parallel replica dynamics %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2013 %P 1287-1314 %V 47 %N 5 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/m2an/2013068/ %R 10.1051/m2an/2013068 %G en %F M2AN_2013__47_5_1287_0
Simpson, Gideon; Luskin, Mitchell. Numerical analysis of parallel replica dynamics. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 47 (2013) no. 5, pp. 1287-1314. doi: 10.1051/m2an/2013068
Cité par Sources :