Journal article
The parallel replica method for simulating long trajectories of Markov chains
Applied mathematics research express, v 2(2), pp 332-352
2014
Abstract
The parallel replica dynamics method, originally developed by A.F. Voter, can efficiently simulate very long trajectories of Langevin dynamics in the presence of metastability. In this work, we extend the algorithm to discrete in time Markov processes. We give a mathematical analysis of the algorithm which relies on the properties of quasistationary distributions. One application of the algorithm is the correction of time step discretization errors for the original parallel replica dynamics applied to Langevin dynamics.
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Details
- Title
- The parallel replica method for simulating long trajectories of Markov chains
- Creators
- David Aristoff - Colorado State UniversityTony Lelièvre - Université Paris-Est, CERMICS (ENPC), INRIA, 6-8 Avenue Blaise Pascal, Cité Descartes, F-77455 Marne-la-ValléeGideon Simpson - Drexel University
- Publication Details
- Applied mathematics research express, v 2(2), pp 332-352
- Publisher
- Oxford University Press (OUP): Policy H - Oxford Open Option A
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Mathematics
- Web of Science ID
- WOS:000212925500005
- Scopus ID
- 2-s2.0-85018139654
- Other Identifier
- 991019168817604721
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- Collaboration types
- Domestic collaboration
- International collaboration
- Web of Science research areas
- Mathematics