TY - JOUR
T1 - Mathematical understanding of detailed balance condition violation and its application to Langevin dynamics
AU - Ohzeki, Masayuki
AU - Ichiki, Akihisa
N1 - Publisher Copyright:
© Published under licence by IOP Publishing Ltd.
PY - 2015/9/3
Y1 - 2015/9/3
N2 - We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined distribution such as the Gibbs- Boltzmann one is performed under the detailed balance condition. In the present study, we propose a modified Langevin dynamics violating the detailed balance condition on the transition- probability formulation. We confirm that the numerical implementation of the proposed method actually demonstrates two major beneficial improvements: acceleration of the relaxation to the predetermined distribution and reduction of the correlation time between two different realizations in the steady state.
AB - We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined distribution such as the Gibbs- Boltzmann one is performed under the detailed balance condition. In the present study, we propose a modified Langevin dynamics violating the detailed balance condition on the transition- probability formulation. We confirm that the numerical implementation of the proposed method actually demonstrates two major beneficial improvements: acceleration of the relaxation to the predetermined distribution and reduction of the correlation time between two different realizations in the steady state.
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U2 - 10.1088/1742-6596/638/1/012003
DO - 10.1088/1742-6596/638/1/012003
M3 - Conference article
AN - SCOPUS:84945265010
SN - 1742-6588
VL - 638
JO - Journal of Physics: Conference Series
JF - Journal of Physics: Conference Series
IS - 1
M1 - 012003
T2 - 8th International Conferences on Statistical Physics, Statphys-Kolkata 2014
Y2 - 1 December 2014 through 5 December 2014
ER -