Error analysis of the transport properties of Metropolized schemes
Numerical Analysis
2015-01-21 v3 Statistical Mechanics
Abstract
We consider in this work the numerical computation of transport coefficients for Brownian dynamics. We investigate the discretization error arising when simulating the dynamics with the Smart MC algorithm (also known as Metropolis-adjusted Langevin algorithm). We prove that the error is of order one in the time step, when using either the Green-Kubo or the Einstein formula to estimate the transport coefficients. We illustrate our results with numerical simulations.
Keywords
Cite
@article{arxiv.1402.6537,
title = {Error analysis of the transport properties of Metropolized schemes},
author = {Max Fathi and A. -A. Homman and G. Stoltz},
journal= {arXiv preprint arXiv:1402.6537},
year = {2015}
}
Comments
Proceedings of the CEMRACS Summer School 2014