论文标题
误差估计和降低非平衡随机动力学的差异
Error estimates and variance reduction for nonequilibrium stochastic dynamics
论文作者
论文摘要
统计物理学中的平衡性能是通过计算有关Boltzmann-GIBBS测量的平均值获得的,该测量在实践中使用诸如Langevin Dynamics等ergodic动力学进行了采样。但是,不能简单地采样玻尔兹曼·基布斯(Boltzmann-Gibbs)测量,特别是传输系数来计算一些数量,这将某些物理量的电流与诱导其诱导所需的强迫相关联。例如,温度差会诱导能量电流,这两个量之间的比例因子是导热率。从抽象的角度来看,传输系数也可以被视为某种形式的灵敏度分析,涉及对基线动力学的增加。有各种数值技术来估计运输系数,这些技术都遭受了较大的错误,特别是统计误差。这项贡献回顾了最流行的方法,即绿色 - 库博方法,其中传输系数表示为某种时间集成的相关函数,以及基于长期平均随机动力学的方法,由外部驱动(所谓的非平衡分子动力学)扰动。在每种情况下,误差的各种来源都是精确的,尤其是与基本连续动力学的时间离散化以及相关蒙特卡洛估计器的差异有关的偏差。还讨论了一些最近估计运输系数的替代技术。
Equilibrium properties in statistical physics are obtained by computing averages with respect to Boltzmann-Gibbs measures, sampled in practice using ergodic dynamics such as the Langevin dynamics. Some quantities however cannot be computed by simply sampling the Boltzmann-Gibbs measure, in particular transport coefficients, which relate the current of some physical quantity of interest to the forcing needed to induce it. For instance, a temperature difference induces an energy current, the proportionality factor between these two quantities being the thermal conductivity. From an abstract point of view, transport coefficients can also be considered as some form of sensitivity analysis with respect to an added forcing to the baseline dynamics. There are various numerical techniques to estimate transport coefficients, which all suffer from large errors, in particular large statistical errors. This contribution reviews the most popular methods, namely the Green-Kubo approach where the transport coefficient is expressed as some time-integrated correlation function, and the approach based on longtime averages of the stochastic dynamics perturbed by an external driving (so-called nonequilibrium molecular dynamics). In each case, the various sources of errors are made precise, in particular the bias related to the time discretization of the underlying continuous dynamics, and the variance of the associated Monte Carlo estimators. Some recent alternative techniques to estimate transport coefficients are also discussed.