Error Analysis of Modified Langevin Dynamics - Archive ouverte HAL Access content directly
Journal Articles Journal of Statistical Physics Year : 2016

Error Analysis of Modified Langevin Dynamics


We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains. On the other hand, the statistical error may increase since there are a priori more correlations in time. The aim of this work is first to prove the ergodicity of the modified Langevin dynamics (which fails to be hypoelliptic), and next to analyze how the asymptotic variance on ergodic averages depends on the parameters of the modified kinetic energy. Numerical results illustrate the approach, both for low-dimensional systems where we resort to a Galerkin approximation of the generator, and for more realistic systems using Monte Carlo simulations.

Dates and versions

hal-01263700 , version 1 (28-01-2016)



Stephane Redon, Gabriel Stoltz, Zofia Trstanova. Error Analysis of Modified Langevin Dynamics. Journal of Statistical Physics, 2016, 164 (4), pp.735-771. ⟨10.1007/s10955-016-1544-6⟩. ⟨hal-01263700⟩
255 View
0 Download



Gmail Facebook X LinkedIn More