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Published February 24, 2016 | Submitted
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Temperature and Friction Accelerated Sampling of Boltzmann-Gibbs Distribution


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.

Additional Information

(Submitted on 6 Jul 2010). July 8, 2010. This work is supported by NSF grant CMMI-092600. We are grateful to James L. Beck and Konstantin Zuev for insightful discussions.

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Submitted - 1007.0995.pdf


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