The shifted ODE method for underdamped Langevin MCMC

In this paper, we consider the underdamped Langevin diffusion (ULD) and propose a numerical approximation using its associated ordinary differential equation (ODE). When used as a Markov Chain Monte Carlo (MCMC) algorithm, we show that the ODE approximation achieves a $2$-Wasserstein error of $\varepsilon$ in $\mathcal{O}\big(d^{\frac{1}{3}}/\varepsilon^{\frac{2}{3}}\big)$ steps under the standard smoothness and strong convexity assumptions on the target distribution. This matches the complexity of the randomized midpoint method proposed by Shen and Lee [NeurIPS 2019] which was shown to be order optimal by Cao, Lu and Wang. However, the main feature of the proposed numerical method is that it can utilize additional smoothness of the target log-density $f$. More concretely, we show that the ODE approximation achieves a $2$-Wasserstein error of $\varepsilon$ in $\mathcal{O}\big(d^{\frac{2}{5}}/\varepsilon^{\frac{2}{5}}\big)$ and $\mathcal{O}\big(\sqrt{d}/\varepsilon^{\frac{1}{3}}\big)$ steps when Lipschitz continuity is assumed for the Hessian and third derivative of $f$. By discretizing this ODE using a third order Runge-Kutta method, we can obtain a practical MCMC method that uses just two additional gradient evaluations per step. In our experiment, where the target comes from a logistic regression, this method shows faster convergence compared to other unadjusted Langevin MCMC algorithms

Self Assembly Problems of Anisotropic Particles in Soft Matter.

Anisotropic building blocks assembled from colloidal particles are attractive building blocks for self-assembled materials because their complex interactions can be exploited to drive self-assembly. In this dissertation we address the self-assembly of anisotropic particles from multiple novel computational and mathematical angles. First, we accelerate algorithms for modeling systems of anisotropic particles via massively parallel GPUs. We provide a scheme for generating statistically robust pseudo-random numbers that enables GPU acceleration of Brownian and dissipative particle dynamics. We also show how rigid body integration can be accelerated on a GPU. Integrating these two algorithms into a GPU-accelerated molecular dynamics code (HOOMD-blue), make a single GPU the ideal computing environment for modeling the self-assembly of anisotropic nanoparticles. Second, we introduce a new mathematical optimization problem, filling, a hybrid of the familiar shape packing and covering problem, which can be used to model shaped particles. We study the rich mathematical structures of the solution space and provide computational methods for finding optimal solutions for polygons and convex polyhedra. We present a sequence of isosymmetric optimal filling solutions for the Platonic solids. We then consider the filling of a hyper-cone in dimensions two to eight and show the solution remains scale-invariant but dependent on dimension. Third, we study the impact of size variation, polydispersity, on the self-assembly of an anisotropic particle, the polymer-tethered nanosphere, into ordered phases. We show that the local nanoparticle packing motif, icosahedral or crystalline, determines the impact of polydispersity on energy of the system and phase transitions. We show how extensions of the Voronoi tessellation can be calculated and applied to characterize such micro-segregated phases. By applying a Voronoi tessellation, we show that properties of the individual domains can be studied as a function of system properties such as temperature and concentration. Last, we consider the thermodynamically driven self-assembly of terminal clusters of particles. We predict that clusters related to spherical codes, a mathematical sequence of points, can be synthesized via self-assembly. These anisotropic clusters can be tuned to different anisotropies via the ratio of sphere diameters and temperature. The method suggests a rich new way for assembling anisotropic building blocks.Ph.D.Applied Physics and Scientific ComputingUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/91576/1/phillicl_1.pd