Reduced variance analysis of molecular dynamics simulations by linear combination of estimators

S. W. Coles, E. Mangaud, D. Frenkel, B. Rotenberg

Research output: Contribution to journalArticlepeer-review

7 Citations (SciVal)
25 Downloads (Pure)

Abstract

Building upon recent developments of force-based estimators with a reduced variance for the computation of densities, radial distribution functions, or local transport properties from molecular simulations, we show that the variance can be further reduced by considering optimal linear combinations of such estimators. This control variates approach, well known in statistics and already used in other branches of computational physics, has been comparatively much less exploited in molecular simulations. We illustrate this idea on the radial distribution function and the one-dimensional density of a bulk and confined Lennard-Jones fluid, where the optimal combination of estimators is determined for each distance or position, respectively. In addition to reducing the variance everywhere at virtually no additional cost, this approach cures an artifact of the initial force-based estimators, namely, small but non-zero values of the quantities in regions where they should vanish. Beyond the examples considered here, the present work highlights, more generally, the underexplored potential of control variates to estimate observables from molecular simulations.

Original languageEnglish
Article number191101
JournalJournal of Chemical Physics
Volume154
Issue number19
Early online date17 May 2021
DOIs
Publication statusPublished - 21 May 2021

Bibliographical note

Funding Information:
The authors thank Gabriel Stoltz and Tony Lelievre for useful suggestions. This project has received funding from the European Union's Horizon 2020 Research and Innovation Programme under Grant Agreement No. 766972 and from the European Research Council under the European Union's Horizon 2020 Research and Innovation Programme (Grant Agreement No. 863473). S.W.C. acknowledges the support of the Faraday Institution through the CATMAT project (Grant No. FIRG016) and the Balena High Performance Computing Service at the University of Bath.

Funding Information:
The authors thank Gabriel Stoltz and Tony Lelièvre for useful suggestions. This project has received funding from the European Union’s Horizon 2020 Research and Innovation Programme under Grant Agreement No. 766972 and from the European Research Council under the European Union’s Horizon 2020 Research and Innovation Programme (Grant Agreement No. 863473). S.W.C. acknowledges the support of the Faraday Institution through the CATMAT project (Grant No. FIRG016) and the Balena High Performance Computing Service at the University of Bath.

Publisher Copyright:
© 2021 Author(s).

Copyright:
Copyright 2021 Elsevier B.V., All rights reserved.

ASJC Scopus subject areas

  • Physical and Theoretical Chemistry

Fingerprint

Dive into the research topics of 'Reduced variance analysis of molecular dynamics simulations by linear combination of estimators'. Together they form a unique fingerprint.

Cite this