Next Article in Journal / Special Issue
Dynamical Non-Equilibrium Molecular Dynamics
Previous Article in Journal / Special Issue
Correlation Functions in Open Quantum-Classical Systems
Article Menu

Export Article

Open AccessArticle
Entropy 2014, 16(1), 221-232; doi:10.3390/e16010221

Malliavin Weight Sampling: A Practical Guide

1
Unilever R&D Port Sunlight, Quarry Road East, Bebington, Wirral, CH63 3JW, UK
2
Scottish Universities Physics Alliance (SUPA), School of Physics and Astronomy, the University of Edinburgh, the Kings Buildings, Mayfield Road, Edinburgh, EH9 3JZ, UK
*
Authors to whom correspondence should be addressed.
Received: 25 September 2013 / Revised: 9 October 2013 / Accepted: 18 October 2013 / Published: 27 December 2013
(This article belongs to the Special Issue Molecular Dynamics Simulation)
View Full-Text   |   Download PDF [332 KB, 24 February 2015; original version 24 February 2015]   |  

Abstract

Malliavin weight sampling (MWS) is a stochastic calculus technique for computing the derivatives of averaged system properties with respect to parameters in stochastic simulations, without perturbing the system’s dynamics. It applies to systems in or out of equilibrium, in steady state or time-dependent situations, and has applications in the calculation of response coefficients, parameter sensitivities and Jacobian matrices for gradient-based parameter optimisation algorithms. The implementation of MWS has been described in the specific contexts of kinetic Monte Carlo and Brownian dynamics simulation algorithms. Here, we present a general theoretical framework for deriving the appropriate MWS update rule for any stochastic simulation algorithm. We also provide pedagogical information on its practical implementation.
Keywords: stochastic calculus; Brownian dynamics stochastic calculus; Brownian dynamics
This is an open access article distributed under the Creative Commons Attribution License (CC BY 3.0).

Scifeed alert for new publications

Never miss any articles matching your research from any publisher
  • Get alerts for new papers matching your research
  • Find out the new papers from selected authors
  • Updated daily for 49'000+ journals and 6000+ publishers
  • Define your Scifeed now

SciFeed Share & Cite This Article

MDPI and ACS Style

Warren, P.B.; Allen, R.J. Malliavin Weight Sampling: A Practical Guide. Entropy 2014, 16, 221-232.

Show more citation formats Show less citations formats

Related Articles

Article Metrics

Article Access Statistics

1

Comments

[Return to top]
Entropy EISSN 1099-4300 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert
Back to Top