Accelerated Sampling of Boltzmann Distributions

作者：Orland Henri^*

来源：Journal of the Physical Society of Japan, 2009, 78(10): 103002.

DOI：10.1143/JPSJ.78.103002

• Stochastic methods
• Fokker-Planck equation
• Langevin equation
• Monte Carlo methods

The sampling of Boltzmann distributions by stochastic Markov processes, can be strongly limited by the crossing time of high (free) energy barriers. As a result, the system may stay trapped in metastable states, and the relaxation time to the equilibrium Boltzmann distribution may be very large compared to the available computational time. In this paper, we show how, by a simple modification of the Hamiltonian, one can dramatically decrease the relaxation time of the system, while retaining the same equilibrium distribution. The method is illustrated on the case of a strongly corrugated one-dimensional potential.

• 出版日期2009-10
• 单位中国地震局