This paper is concerned with tuning friction and temperature in Langevin
dynamics for fast sampling from the canonical ensemble. We show that
near-optimal acceleration is achieved by choosing friction so that the local
quadratic approximation of the Hamiltonian is a critical damped oscillator. The
system is also over-heated and cooled down to its final temperature. The
performances of different cooling schedules are analyzed as functions of total
simulation time.Comment: 15 pages, 6 figure
