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Choice of damping coefficient in Langevin dynamics

Author

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  • Robert D. Skeel

    (Arizona State University)

  • Carsten Hartmann

    (Brandenburgische Technische Universität Cottbus-Senftenberg)

Abstract

This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thoroughness of sampling. Also, it considers the computation of measures of sampling thoroughness. Graphic abstract

Suggested Citation

  • Robert D. Skeel & Carsten Hartmann, 2021. "Choice of damping coefficient in Langevin dynamics," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 94(9), pages 1-13, September.
    • Handle: RePEc:spr:eurphb:v:94:y:2021:i:9:d:10.1140_epjb_s10051-021-00182-z
    DOI: 10.1140/epjb/s10051-021-00182-z
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    References listed on IDEAS

    as
    1. G. O. Roberts & O. Stramer, 2002. "Langevin Diffusions and Metropolis-Hastings Algorithms," Methodology and Computing in Applied Probability, Springer, vol. 4(4), pages 337-357, December.
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