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Bibliographic Details
Main Authors: Xu, Zhenli, Zhao, Yue, Zhou, Qi
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2411.01762
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Table of 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.