Home The parallel replica method for computing equilibrium averages of Markov chains
Article
Licensed
Unlicensed Requires Authentication

The parallel replica method for computing equilibrium averages of Markov chains

  • David Aristoff EMAIL logo
Published/Copyright: November 4, 2015

Abstract

An algorithm is proposed for computing equilibrium averages of Markov chains which suffer from metastability – the tendency to remain in one or more subsets of state space for long time intervals. The algorithm, called the parallel replica method (or ParRep), uses many parallel processors to explore these subsets more efficiently. Numerical simulations on a simple model demonstrate consistency of the method. A proof of consistency is given in an idealized setting. The parallel replica method can be considered a generalization of A. F. Voter's parallel replica dynamics, originally developed to efficiently simulate metastable Langevin stochastic dynamics.

Funding source: National Science Foundation

Award Identifier / Grant number: NSF-DMS-1522398

The author acknowledges Gideon Simpson (Drexel University), Tony Lelièvre (École des Ponts ParisTech) and Lawrence Gray (University of Minnesota) for fruitful discussions.

Received: 2015-1-31
Accepted: 2015-10-19
Published Online: 2015-11-4
Published in Print: 2015-12-1

© 2015 by De Gruyter

Downloaded on 24.9.2025 from https://www.degruyterbrill.com/document/doi/10.1515/mcma-2015-0110/html?lang=en
Scroll to top button