A patch that imparts unconditional stability to certain explicit integrators for SDEs
Nawaf Bou-Rabee, Eric Vanden-Eijnden

TL;DR
This paper introduces a simple Metropolized patch for explicit SDE integrators that ensures unconditional stability and preserves equilibrium distribution, improving simulation accuracy in molecular dynamics.
Contribution
It presents a novel Metropolized integrator patch that guarantees stability and correct distribution preservation for explicit SDE integrators in molecular dynamics simulations.
Findings
Successfully applied to Lennard-Jones clusters and dumbbells
Preserves equilibrium distribution and pathwise accuracy
Scales efficiently with system size
Abstract
This paper proposes a simple strategy to simulate stochastic differential equations (SDE) arising in constant temperature molecular dynamics. The main idea is to patch an explicit integrator with Metropolis accept or reject steps. The resulting `Metropolized integrator' preserves the SDE's equilibrium distribution and is pathwise accurate on finite time intervals. As a corollary the integrator can be used to estimate finite-time dynamical properties along an infinitely long solution. The paper explains how to implement the patch (even in the presence of multiple-time-stepsizes and holonomic constraints), how it scales with system size, and how much overhead it requires. We test the integrator on a Lennard-Jones cluster of particles and `dumbbells' at constant temperature.
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Taxonomy
TopicsNumerical methods for differential equations · Advanced Thermodynamics and Statistical Mechanics · Model Reduction and Neural Networks
