Error analysis of the transport properties of Metropolized schemes***
We consider in this work the numerical computation of transport coefficients for Brownian dynamics. We investigate the discretization error arising when simulating the dynamics with the Smart MC algorithm (also known as Metropolis-adjusted Langevin algorithm). We prove...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2015-01-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | http://dx.doi.org/10.1051/proc/201448016 |
| Summary: | We consider in this work the numerical computation of transport coefficients for Brownian
dynamics. We investigate the discretization error arising when simulating the dynamics
with the Smart MC algorithm (also known as Metropolis-adjusted Langevin algorithm). We
prove that the error is of order one in the time step as Δt goes to zero, when using
either the Green-Kubo or the Einstein formula to estimate the transport coefficients. We
illustrate our results with numerical simulations. |
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| ISSN: | 2267-3059 |