Density-Dependent Analysis of Nonequilibrium Paths Improves Free Energy Estimates II. A Feynman-Kac Formalism

The nonequilibrium fluctuation theorems have paved the way for estimating equilibrium thermodynamic properties, such as free energy differences, using trajectories from driven nonequilibrium processes. While many statistical estimators may be derived from these identities, some are more efficient than others. It has recently been suggested that trajectories sampled using a particular time-dependent protocol for perturbing the Hamiltonian may be analyzed with another one. Choosing an analysis protocol based on the nonequilibrium density was empirically demonstrated to reduce the variance and bias of free energy estimates. Here, we present an alternate mathematical formalism for protocol postprocessing based on the Feynmac-Kac theorem. The estimator that results from this formalism is demonstrated on a few low-dimensional model systems. It is found to have reduced bias compared to both the standard form of Jarzynski's equality and the previous protocol postprocessing formalism.Comment: 21 pages, 5 figure

Density-Dependent Analysis of Nonequilibrium Paths Improves Free Energy Estimates

When a system is driven out of equilibrium by a time-dependent protocol that modifies the Hamiltonian, it follows a nonequilibrium path. Samples of these paths can be used in nonequilibrium work theorems to estimate equilibrium quantities, such as free energy differences. Here, we consider analyzing paths generated with one protocol using another one. It is posited that analysis protocols which minimize the lag, the difference between the nonequilibrium and the instantaneous equilibrium densities, will reduce the dissipation of reprocessed trajectories and lead to better free energy estimates. Indeed, when minimal lag analysis protocols based on exactly soluble propagators or relative entropies are applied to several test cases, substantial gains in the accuracy and precision of estimated free energy differences are observed.Comment: 12 pages, 6 figures. Expanded and clarified from original version. To appear in J. Chem. Phy

Nonequilibrium candidate Monte Carlo: A new tool for efficient equilibrium simulation

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also rapidly sample uncorrelated configurations. Here, we introduce a new class of moves based on nonequilibrium dynamics: candidate configurations are generated through a finite-time process in which a system is actively driven out of equilibrium, and accepted with criteria that preserve the equilibrium distribution. The acceptance rule is similar to the Metropolis acceptance probability, but related to the nonequilibrium work rather than the instantaneous energy difference. Our method is applicable to sampling from both a single thermodynamic state or a mixture of thermodynamic states, and allows both coordinates and thermodynamic parameters to be driven in nonequilibrium proposals. While generating finite-time switching trajectories incurs an additional cost, driving some degrees of freedom while allowing others to evolve naturally can lead to large enhancements in acceptance probabilities, greatly reducing structural correlation times. Using nonequilibrium driven processes vastly expands the repertoire of useful Monte Carlo proposals in simulations of dense solvated systems

Initial correlations in nonequilibrium Falicov-Kimball model

The Keldysh boundary problem in a nonequilibrium Falicov-Kimball model in infinite dimensions is studied within the truncated and self-consistent perturbation theories, and the dynamical mean-field theory. Within the model the system is started in equilibrium, and later a uniform electric field is turned on. The Kadanoff-Baym-Wagner equations for the nonequilibrium Green functions are derived, and numerically solved. The contributions of initial correlations are studied by monitoring the system evolution. It is found that the initial correlations are essential for establishing full electron correlations of the system and independent on the starting time of preparing the system in equilibrium. By examining the contributions of the initial correlations to the electric current and the double occupation, we find that the contributions are small in relation to the total value of those physical quantities when the interaction is weak, and significantly increase when the interaction is strong. The neglect of initial correlations may cause artifacts in the nonequilibrium properties of the system, especially in the strong interaction case

Path integral analysis of Jarzynski's equality: Analytical results

We apply path integrals to study nonequilibrium work theorems in the context of Brownian dynamics, deriving in particular the equations of motion governing the most typical and most dominant trajectories. For the analytically soluble cases of a moving harmonic potential and a harmonic oscillator with time-dependent natural frequency, we find such trajectories, evaluate the work-weighted propagators, and validate Jarzynski's equality.Comment: 10 pages, 1 figur