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arXiv · 1501.00217

The parallel replica method for computing equilibrium averages of Markov chains

David Aristoff
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Abstract

An algorithm is proposed for computing equilibrium averages of Markov chains which suffer from metastability -- the tendency to remain in one or more subsets of state space for long time intervals. The algorithm, called the parallel replica method (or ParRep), uses many parallel processors to explore these subsets more efficiently. Numerical simulations on a simple model demonstrate consistency of the method. A proof of consistency is given in an idealized setting. The parallel replica method can be considered a generalization of A.F. Voter's parallel replica dynamics, originally developed to efficiently simulate metastable Langevin stochastic dynamics.

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David Aristoff. 2014-12-31. The parallel replica method for computing equilibrium averages of Markov chains. https://doi.org/10.1515/mcma-2015-0110

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