Stochastic Variational Partitioned Runge-Kutta Integrators for Constrained Systems

Stochastic variational integrators for constrained, stochastic mechanical systems are developed in this paper. The main results of the paper are twofold: an equivalence is established between a stochastic Hamilton-Pontryagin (HP) principle in generalized coordinates and constrained coordinates via Lagrange multipliers, and variational partitioned Runge-Kutta (VPRK) integrators are extended to this class of systems. Among these integrators are first and second-order strongly convergent RATTLE-type integrators. We prove order of accuracy of the methods provided. The paper also reviews the deterministic treatment of VPRK integrators from the HP viewpoint.Comment: 26 pages, 2 figure

Long-Run Accuracy of Variational Integrators in the Stochastic Context

This paper presents a Lie-Trotter splitting for inertial Langevin equations (Geometric Langevin Algorithm) and analyzes its long-time statistical properties. The splitting is defined as a composition of a variational integrator with an Ornstein-Uhlenbeck flow. Assuming the exact solution and the splitting are geometrically ergodic, the paper proves the discrete invariant measure of the splitting approximates the invariant measure of inertial Langevin to within the accuracy of the variational integrator in representing the Hamiltonian. In particular, if the variational integrator admits no energy error, then the method samples the invariant measure of inertial Langevin without error. Numerical validation is provided using explicit variational integrators with first, second, and fourth order accuracy.Comment: 30 page

A patch that imparts unconditional stability to certain explicit integrators for SDEs

This paper proposes a simple strategy to simulate stochastic differential equations (SDE) arising in constant temperature molecular dynamics. The main idea is to patch an explicit integrator with Metropolis accept or reject steps. The resulting `Metropolized integrator' preserves the SDE's equilibrium distribution and is pathwise accurate on finite time intervals. As a corollary the integrator can be used to estimate finite-time dynamical properties along an infinitely long solution. The paper explains how to implement the patch (even in the presence of multiple-time-stepsizes and holonomic constraints), how it scales with system size, and how much overhead it requires. We test the integrator on a Lennard-Jones cluster of particles and `dumbbells' at constant temperature.Comment: 29 pages, 5 figure

Pathwise Accuracy and Ergodicity of Metropolized Integrators for SDEs

Metropolized integrators for ergodic stochastic differential equations (SDE) are proposed which (i) are ergodic with respect to the (known) equilibrium distribution of the SDE and (ii) approximate pathwise the solutions of the SDE on finite time intervals. Both these properties are demonstrated in the paper and precise strong error estimates are obtained. It is also shown that the Metropolized integrator retains these properties even in situations where the drift in the SDE is nonglobally Lipschitz, and vanilla explicit integrators for SDEs typically become unstable and fail to be ergodic.Comment: 46 pages, 5 figure

Stochastic fiber dynamics in a spatially semi-discrete setting

We investigate a spatially discrete surrogate model for the dynamics of a slender, elastic, inextensible fiber in turbulent flows. Deduced from a continuous space-time beam model for which no solution theory is available, it consists of a high-dimensional second order stochastic differential equation in time with a nonlinear algebraic constraint and an associated Lagrange multiplier term. We establish a suitable framework for the rigorous formulation and analysis of the semi-discrete model and prove existence and uniqueness of a global strong solution. The proof is based on an explicit representation of the Lagrange multiplier and on the observation that the obtained explicit drift term in the equation satisfies a one-sided linear growth condition on the constraint manifold. The theoretical analysis is complemented by numerical studies concerning the time discretization of our model. The performance of implicit Euler-type methods can be improved when using the explicit representation of the Lagrange multiplier to compute refined initial estimates for the Newton method applied in each time step.Comment: 20 pages; typos removed, references adde

A method for molecular dynamics on curved surfaces

Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in the field of diffusive transport have focussed on solving the diffusion equation on curved surfaces, for which it is not tractable to incorporate particle interactions even though these play a crucial role in crowded systems. We show here that it is possible to combine standard constraint algorithms with the classical velocity Verlet scheme to perform molecular dynamics simulations of particles constrained to an arbitrarily curved surface, in which such interactions can be taken into account. Furthermore, unlike Brownian dynamics schemes in local coordinates, our method is based on Cartesian coordinates allowing for the reuse of many other standard tools without modifications, including parallelisation through domain decomposition. We show that by applying the schemes to the Langevin equation for various surfaces, confined Brownian motion is obtained, which has direct applications to many biological and physical problems. Finally we present two practical examples that highlight the applicability of the method: (i) the influence of crowding and shape on the lateral diffusion of proteins in curved membranes and (ii) the self-assembly of a coarse-grained virus capsid protein model.Comment: 30 pages, 5 figure

New Langevin and Gradient Thermostats for Rigid Body Dynamics

We introduce two new thermostats, one of Langevin type and one of gradient (Brownian) type, for rigid body dynamics. We formulate rotation using the quaternion representation of angular coordinates; both thermostats preserve the unit length of quaternions. The Langevin thermostat also ensures that the conjugate angular momenta stay within the tangent space of the quaternion coordinates, as required by the Hamiltonian dynamics of rigid bodies. We have constructed three geometric numerical integrators for the Langevin thermostat and one for the gradient thermostat. The numerical integrators reflect key properties of the thermostats themselves. Namely, they all preserve the unit length of quaternions, automatically, without the need of a projection onto the unit sphere. The Langevin integrators also ensure that the angular momenta remain within the tangent space of the quaternion coordinates. The Langevin integrators are quasi-symplectic and of weak order two. The numerical method for the gradient thermostat is of weak order one. Its construction exploits ideas of Lie-group type integrators for differential equations on manifolds. We numerically compare the discretization errors of the Langevin integrators, as well as the efficiency of the gradient integrator compared to the Langevin ones when used in the simulation of rigid TIP4P water model with smoothly truncated electrostatic interactions. We observe that the gradient integrator is computationally less efficient than the Langevin integrators. We also compare the relative accuracy of the Langevin integrators in evaluating various static quantities and give recommendations as to the choice of an appropriate integrator.Comment: 16 pages, 4 figure