Mathematical understanding of detailed balance condition violation and its application to Langevin dynamics

نویسندگان

  • Akihisa Ichiki
  • Masayuki Ohzeki
چکیده

We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined distribution such as the GibbsBoltzmann one is performed under the detailed balance condition. In the present study, we propose a modified Langevin dynamics violating the detailed balance condition on the transitionprobability formulation. We confirm that the numerical implementation of the proposed method actually demonstrates two major beneficial improvements: acceleration of the relaxation to the predetermined distribution and reduction of the correlation time between two different realizations in the steady state.

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تاریخ انتشار 2015