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The critical step in a molecular process is often a rare-event and has to be simulated by an enhanced sampling protocol. Recovering accurate dynamical estimates from such biased simulation is challenging. Girsanov reweighting is a method to…

Statistical Mechanics · Physics 2023-03-28 Stefanie Kieninger , Simon Ghysbrecht , Bettina G. Keller

In molecular dynamics, penalized overdamped Langevin dynamics are used to model the motion of a set of particles that follow constraints up to a parameter $\varepsilon$. The most used schemes for simulating these dynamics are the Euler…

Numerical Analysis · Mathematics 2022-10-10 Adrien Laurent

Markov State Models (MSM) are widely used to elucidate dynamic properties of molecular systems from unbiased Molecular Dynamics (MD). However, the implementation of reweighting schemes for MSMs to analyze biased simulations, for example…

Chemical Physics · Physics 2020-11-26 Stefanie Kieninger , Luca Donati , Bettina G. Keller

The sensitivity of molecular dynamics on changes in the potential energy function plays an important role in understanding the dynamics and function of complex molecules.We present a method to obtain path ensemble averages of a perturbed…

Statistical Mechanics · Physics 2017-08-02 Luca Donati , Carsten Hartmann , Bettina G. Keller

We proposed a new technique to accelerate sampling methods for solving difficult optimization problems. Our method investigates the intrinsic connection between posterior distribution sampling and optimization with Langevin dynamics, and…

Machine Learning · Computer Science 2023-01-31 Junlong Lyu , Zhitang Chen , Wenlong Lyu , Jianye Hao

Empirical force fields employed in molecular dynamics simulations of complex systems can be optimised to reproduce experimentally determined structural and thermodynamic properties. In contrast, experimental knowledge about the rates of…

Statistical Mechanics · Physics 2022-07-12 P. G. Bolhuis , Z. F. Brotzakis , B. G. Keller

Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…

Numerical Analysis · Mathematics 2025-02-10 Tony Lelièvre , Grigorios A. Pavliotis , Geneviève Robin , Régis Santet , Gabriel Stoltz

We frame the issue of pedestrian dynamics modeling in terms of path-integrals, a formalism originally introduced in quantum mechanics to account for the behavior of quantum particles, later extended to quantum field theories and to…

Physics and Society · Physics 2020-11-04 Alessandro Corbetta , Federico Toschi

Langevin dynamics are widely used in sampling high-dimensional, non-Gaussian distributions whose densities are known up to a normalizing constant. In particular, there is strong interest in unadjusted Langevin algorithms (ULA), which…

Methodology · Statistics 2024-10-24 Benjamin J. Zhang , Youssef M. Marzouk , Konstantinos Spiliopoulos

The complex Langevin method (CLM) provides a promising way to perform the path integral with a complex action using a stochastic equation for complexified dynamical variables. It is known, however, that the method gives wrong results in…

High Energy Physics - Lattice · Physics 2016-12-01 Shinji Shimasaki , Keitaro Nagata , Jun Nishimura

We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…

Mathematical Physics · Physics 2013-04-16 Yannis Pantazis , Markos A. Katsoulakis

We introduce a novel geometry-informed irreversible perturbation that accelerates convergence of the Langevin algorithm for Bayesian computation. It is well documented that there exist perturbations to the Langevin dynamics that preserve…

Methodology · Statistics 2022-09-02 Benjamin J. Zhang , Youssef M. Marzouk , Konstantinos Spiliopoulos

Computing averages over a target probability density by statistical re-weighting of a set of samples with a different distribution is a strategy which is commonly adopted in fields as diverse as atomistic simulation and finance. Here we…

Chemical Physics · Physics 2012-02-21 Michele Ceriotti , Guy A. R. Brain , Oliver Riordan , David E. Manolopoulos

The histogram reweighting technique, widely used to analyze Monte Carlo data, is shown to be applicable to dynamic properties obtained from Molecular Dynamics simulations. The theory presented here is based on the fact that the correlation…

Statistical Mechanics · Physics 2009-11-11 Carlos Nieto-Draghi , Javier Perez-Pellitero , Josep Bonet Avalos

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…

Statistical Mechanics · Physics 2015-09-30 M. Ohzeki , A. Ichiki

Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…

Computational Physics · Physics 2019-12-25 Marius Bause , Timon Wittenstein , Kurt Kremer , Tristan Bereau

Stochastic gradient Markov Chain Monte Carlo algorithms are popular samplers for approximate inference, but they are generally biased. We show that many recent versions of these methods (e.g. Chen et al. (2014)) cannot be corrected using…

Machine Learning · Statistics 2021-02-03 Adrià Garriga-Alonso , Vincent Fortuin

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Statistical Mechanics · Physics 2015-06-04 Nicholas Guttenberg , Aaron R. Dinner , Jonathan Weare

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…

Computational Physics · Physics 2014-08-08 David A. Sivak , John D. Chodera , Gavin E. Crooks

Modern methods for sampling rugged landscapes in state space mainly rely on knowledge of the relative probabilities of microstates, which is given by the Boltzmann factor for equilibrium systems. In principle, trajectory reweighting…

Statistical Mechanics · Physics 2018-09-26 Patrick B. Warren , Rosalind J. Allen
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