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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Accesso online: | https://arxiv.org/abs/2411.01762 |
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| _version_ | 1866913570727395328 |
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| author | Xu, Zhenli Zhao, Yue Zhou, Qi |
| author_facet | Xu, Zhenli Zhao, Yue Zhou, Qi |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_01762 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Variance-reduced random batch Langevin dynamics Xu, Zhenli Zhao, Yue Zhou, Qi Computational Physics Chemical Physics 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. |
| title | Variance-reduced random batch Langevin dynamics |
| topic | Computational Physics Chemical Physics |
| url | https://arxiv.org/abs/2411.01762 |