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arXiv 1007.0995physics.comp-phcs.NAmath.NAstat.CO
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温度和摩擦加速玻尔兹曼-吉布斯分布采样

Temperature and Friction Accelerated Sampling of Boltzmann-Gibbs Distribution

Molei Tao, Houman Owhadi, Jerrold E. Marsden

AI总结:

通过调节朗之万动力学中的摩擦和温度,实现从正则系综快速采样,其中近最优加速通过将哈密顿量的局部二次近似设为临界阻尼振荡器并采用过加热后冷却策略获得。

摘要:

本文关注在朗之万动力学中调节摩擦和温度以实现从正则系综快速采样。我们表明,通过选择摩擦使得哈密顿量的局部二次近似为临界阻尼振荡器,可实现近最优加速。系统还被过加热并冷却至最终温度。分析了不同冷却计划作为总模拟时间函数的性能。

英文摘要:

This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic approximation of the Hamiltonian is a critical damped oscillator. The system is also over-heated and cooled down to its final temperature. The performances of different cooling schedules are analyzed as functions of total simulation time.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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