Langevin dynamics neglecting detailed balance condition
Masayuki Ohzeki, Akihisa Ichiki

TL;DR
This paper introduces a modified Langevin dynamics approach that violates detailed balance to accelerate convergence to the desired distribution, demonstrated by faster relaxation and shorter correlation times in simulations.
Contribution
It formulates a Langevin dynamics without detailed balance, leading to improved relaxation speed and efficiency in reaching target distributions.
Findings
Faster convergence to the Gibbs-Boltzmann distribution.
Shorter correlation times in numerical simulations.
Enhanced efficiency demonstrated with biased event sampling.
Abstract
An improved method for driving a system into a desired distribution, for example, the Gibbs-Boltzmann distribution, is proposed, which makes use of an artificial relaxation process. The standard techniques for achieving the Gibbs-Boltzmann distribution involve numerical simulations under the detailed balance condition. In contrast, in the present study we formulate the Langevin dynamics, for which the corresponding Fokker-Planck operator includes an asymmetric component violating the detailed balance condition. This leads to shifts in the eigenvalues and results in the acceleration of the relaxation toward the steady state. The numerical implementation demonstrates faster convergence and shorter correlation time, and the technique of biased event sampling, Nemoto-Sasa theory, further highlights the efficacy of our method.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsFunctional Brain Connectivity Studies · Markov Chains and Monte Carlo Methods · Gaussian Processes and Bayesian Inference
