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Keywords = Donsker–Varadhan principle

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27 pages, 479 KB  
Article
Variational Characterization of Free Energy: Theory and Algorithms
by Carsten Hartmann, Lorenz Richter, Christof Schütte and Wei Zhang
Entropy 2017, 19(11), 626; https://doi.org/10.3390/e19110626 - 20 Nov 2017
Cited by 41 | Viewed by 10488
Abstract
The article surveys and extends variational formulations of the thermodynamic free energy and discusses their information-theoretic content from the perspective of mathematical statistics. We revisit the well-known Jarzynski equality for nonequilibrium free energy sampling within the framework of importance sampling and Girsanov change-of-measure [...] Read more.
The article surveys and extends variational formulations of the thermodynamic free energy and discusses their information-theoretic content from the perspective of mathematical statistics. We revisit the well-known Jarzynski equality for nonequilibrium free energy sampling within the framework of importance sampling and Girsanov change-of-measure transformations. The implications of the different variational formulations for designing efficient stochastic optimization and nonequilibrium simulation algorithms for computing free energies are discussed and illustrated. Full article
(This article belongs to the Special Issue Understanding Molecular Dynamics via Stochastic Processes)
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