A patch that imparts unconditional stability to explicit integrators for Langevin-like equations

This paper extends the results in [8] to stochastic differential equations (SDEs) arising in molecular dynamics. It implements a patch to explicit integrators that consists of a Metropolis-Hastings step. The 'patched integrator' preserves the SDE's equilibrium distribution and is accurate on finite time intervals. As a corollary this paper proves the integrator's accuracy in estimating finite-time dynamics along an infinitely long solution - a first in molecular dynamics. The paper also covers multiple time-steps, holonomic constraints and scalability. Finally, the paper provides numerical tests supporting the theory.

[1]  Carsten Hartmann,et al.  An Ergodic Sampling Scheme for Constrained Hamiltonian Systems with Applications to Molecular Dynamics , 2008 .

[2]  H. Owhadi,et al.  Stochastic Variational Integrators , 2007, 0708.2187.

[3]  D. Talay,et al.  Expansion of the global error for numerical schemes solving stochastic differential equations , 1990 .

[4]  Eric Vanden-Eijnden,et al.  Markovian milestoning with Voronoi tessellations. , 2009, The Journal of chemical physics.

[5]  J. Banavar,et al.  Computer Simulation of Liquids , 1988 .

[6]  Jonathan C. Mattingly,et al.  Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise , 2002 .

[7]  William Fong,et al.  Multi-scale methods in time and space for particle simulations , 2009 .

[8]  E. Hairer,et al.  Geometric Numerical Integration , 2022, Oberwolfach Reports.

[9]  Houman Owhadi,et al.  Long-Run Accuracy of Variational Integrators in the Stochastic Context , 2007, SIAM J. Numer. Anal..

[10]  Sebastian Reich,et al.  GSHMC: An efficient method for molecular simulation , 2008, J. Comput. Phys..

[11]  D. Talay Stochastic Hamiltonian Systems : Exponential Convergence to the Invariant Measure , and Discretization by the Implicit Euler Scheme , 2002 .

[12]  E. Vanden-Eijnden,et al.  Pathwise accuracy and ergodicity of metropolized integrators for SDEs , 2009, 0905.4218.

[13]  Michael B. Giles,et al.  Multilevel Monte Carlo Path Simulation , 2008, Oper. Res..

[14]  W. K. Hastings,et al.  Monte Carlo Sampling Methods Using Markov Chains and Their Applications , 1970 .

[15]  B. Leimkuhler,et al.  Symplectic Numerical Integrators in Constrained Hamiltonian Systems , 1994 .

[16]  Feng Kang,et al.  Dynamical systems and geometric construction of algorithms , 1994 .

[17]  Berend Smit,et al.  Understanding molecular simulation: from algorithms to applications , 1996 .

[18]  Dong Li On the Rate of Convergence to Equilibrium of the Andersen Thermostat in Molecular Dynamics , 2007 .

[19]  Berend Smit,et al.  Understanding Molecular Simulation , 2001 .

[20]  W. E,et al.  The Andersen thermostat in molecular dynamics , 2008 .

[21]  R. Tweedie,et al.  Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms , 1996 .

[22]  B. Leimkuhler,et al.  Simulating Hamiltonian Dynamics: Hamiltonian PDEs , 2005 .

[23]  Denis Talay,et al.  Simulation and numerical analysis of stochastic differential systems : a review , 1990 .

[24]  G. N. Milstein,et al.  Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients , 2005, SIAM J. Numer. Anal..

[25]  G. Ciccotti,et al.  Numerical Integration of the Cartesian Equations of Motion of a System with Constraints: Molecular Dynamics of n-Alkanes , 1977 .

[26]  L. Verlet Computer "Experiments" on Classical Fluids. I. Thermodynamical Properties of Lennard-Jones Molecules , 1967 .

[27]  H. C. Andersen Molecular dynamics simulations at constant pressure and/or temperature , 1980 .

[28]  Eric Vanden-Eijnden,et al.  Second-order integrators for Langevin equations with holonomic constraints , 2006 .

[29]  Exact rate calculations by trajectory parallelization and tilting. , 2009, The Journal of chemical physics.

[30]  B. Leimkuhler,et al.  A Gentle Stochastic Thermostat for Molecular Dynamics , 2009 .

[31]  J. Marsden,et al.  Asynchronous Variational Integrators , 2003 .

[32]  E. Vanden-Eijnden,et al.  Non-asymptotic mixing of the MALA algorithm , 2010, 1008.3514.

[33]  Andrew M. Stuart,et al.  Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations , 2002, SIAM J. Numer. Anal..

[34]  A. Kennedy,et al.  Hybrid Monte Carlo , 1988 .

[35]  C. Schütte Conformational Dynamics: Modelling, Theory, Algorithm, and Application to Biomolecules , 1999 .

[36]  G. Stoltz,et al.  THEORETICAL AND NUMERICAL COMPARISON OF SOME SAMPLING METHODS FOR MOLECULAR DYNAMICS , 2007 .

[37]  M. Karplus,et al.  Stochastic boundary conditions for molecular dynamics simulations of ST2 water , 1984 .

[38]  Nawaf Bou-Rabee,et al.  A comparison of generalized hybrid Monte Carlo methods with and without momentum flip , 2009, J. Comput. Phys..

[39]  A. Horowitz A generalized guided Monte Carlo algorithm , 1991 .

[40]  T. Schneider,et al.  Molecular-dynamics study of a three-dimensional one-component model for distortive phase transitions , 1978 .

[41]  Mark E. Tuckerman,et al.  Stochastic molecular dynamics in systems with multiple time scales and memory friction , 1991 .

[42]  M. Chaplain,et al.  Thermostats for “Slow” Configurational Modes , 2004, physics/0412163.

[43]  N. Metropolis,et al.  Equation of State Calculations by Fast Computing Machines , 1953, Resonance.

[44]  A. Kennedy,et al.  Cost of the Generalised Hybrid Monte Carlo Algorithm for Free Field Theory , 2000, hep-lat/0008020.

[45]  R. Skeel,et al.  Langevin stabilization of molecular dynamics , 2001 .

[46]  J. D. Doll,et al.  Brownian dynamics as smart Monte Carlo simulation , 1978 .

[47]  Gabriel Stoltz,et al.  Langevin dynamics with constraints and computation of free energy differences , 2010, Math. Comput..

[48]  T. Lelièvre,et al.  An efficient sampling algorithm for variational Monte Carlo. , 2006, The Journal of chemical physics.

[49]  Jesús A. Izaguirre,et al.  Verlet-I/R-RESPA/Impulse is Limited by Nonlinear Instabilities , 2003, SIAM J. Sci. Comput..

[50]  R. Tweedie,et al.  Rates of convergence of the Hastings and Metropolis algorithms , 1996 .

[51]  G. Ciccotti,et al.  Projection of diffusions on submanifolds: Application to mean force computation , 2008 .

[52]  M. Parrinello,et al.  Canonical sampling through velocity rescaling. , 2007, The Journal of chemical physics.