4 papers
Mathematical analysis and numerical methods for the computation of transport coefficients in molecular dynamics
Noe Blassel, Louis Carillo, Shiva Darshan +7
We review various numerical approaches to compute transport coefficients in molecular dynamics. These approaches can be broadly classified into three groups: (i) nonequilibrium met…
Improving sampling by modifying the effective diffusion
Tony Lelièvre, Régis Santet, Gabriel Stoltz
Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics liter…
Optimizing the diffusion coefficient of overdamped Langevin dynamics
Tony Lelièvre, Grigorios A. Pavliotis, Geneviève Robin +2
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones ap…
Unbiasing Hamiltonian Monte Carlo algorithms for a general Hamiltonian function
Tony Lelièvre, Régis Santet, Gabriel Stoltz
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dyna…