Bibliographic Details
| Title: |
Variance-reduced random batch Langevin dynamics |
| Authors: |
Xu, Zhenli, Zhao, Yue, Zhou, Qi |
| Publication Year: |
2024 |
| Collection: |
Physics (Other) |
| Subject Terms: |
Physics - Computational Physics, Physics - Chemical Physics |
| More Details: |
The random batch method is advantageous in accelerating force calculations in particle simulations, but it poses a challenge of removing the artificial heating effect in application to the Langevin dynamics. We develop an approach to solve this issue by estimating the force variance, resulting in a variance-reduced random batch Langevin dynamics. Theoretical analysis shows the high-order local truncation error of the time step in the numerical discretization scheme, in consistent with the fluctuation-dissipation theorem. Numerical results indicate that the method can achieve a significant variance reduction since a smaller batch size provides accurate approximation, demonstrating the attractive feature of the variance-reduced random batch method for Langevin dynamics.
Comment: 8 pages, 8 figures |
| Document Type: |
Working Paper |
| Access URL: |
http://arxiv.org/abs/2411.01762 |
| Accession Number: |
edsarx.2411.01762 |
| Database: |
arXiv |
