2010/07/06 by Molei Tao, Houman Owhadi, Tao, Molei +3
Computer Science · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Computation (stat.CO) #Computational Physics (physics.comp-ph) #FOS: Computer and information sciences #FOS: Mathematics #FOS: Physical sciences #Gaussian Processes and Bayesian Inference #Model Reduction and Neural Networks #Numerical Analysis (math.NA)
paper · pdf · doi:10.48550/arxiv.1007.0995
openalex publication_date 2010/07/06 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28
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.