arXiv subjects

Xiaocheng Shang

Publications and source records attributed to Xiaocheng Shang.

12 recordsLinked to original sources

arXiv2026

Mathematical analysis and numerical methods for the computation of transport coefficients in molecular dynamics

We review various numerical approaches to compute transport coefficients in molecular dynamics. These approaches can be broadly classified into three groups: (i) nonequilibrium methods based on applying an external driving field to the system, measuring the average response in the system, and evaluating the related linear response coefficient; (ii) approaches reformulating the transport coefficient of interest through a time correlation function for the equilibrium dynamics (the most popular instances being Green--Kubo and Einstein formulas); (iii) transient techniques, where the transport coefficient can be computed by monitoring the return to the steady state of a dynamics perturbed off its stationary distribution. For all three classes of methods, we provide elements of numerical analysis, allowing to estimate or at least quantify the level of numerical errors in the estimator of the transport coefficient; and also briefly present recent attempts to more efficiently compute transport coefficients with variance reduction approaches such as control variates, importance sampling and coupling methods. The computation of transport coefficients remains nonetheless challenging and will continue requiring research efforts in the foreseeable future.

math.NA↗

arXiv2025

Improving the stability of the covariance-controlled adaptive Langevin thermostat for large-scale Bayesian sampling

Stochastic gradient Langevin dynamics and its variants approximate the likelihood of an entire dataset, via random (and typically much smaller) subsets, in the setting of Bayesian sampling. Due to the (often substantial) improvement of the computational efficiency, they have been widely used in large-scale machine learning applications. It has been demonstrated that the so-called covariance-controlled adaptive Langevin (CCAdL) thermostat, which incorporates an additional term involving the covariance matrix of the noisy force, outperforms popular alternative methods. A moving average is used in CCAdL to estimate the covariance matrix of the noisy force, in which case the covariance matrix will converge to a constant matrix in long-time limit. Moreover, it appears in our numerical experiments that the use of a moving average could reduce the stability of the numerical integrators, thereby limiting the largest usable stepsize. In this article, we propose a modified CCAdL (i.e., mCCAdL) thermostat that uses the scaling part of the scaling and squaring method together with a truncated Taylor series approximation to the exponential to numerically approximate the exact solution to the subsystem involving the additional term proposed in CCAdL. We also propose a symmetric splitting method for mCCAdL, instead of an Euler-type discretisation used in the original CCAdL thermostat. We demonstrate in our numerical experiments that the newly proposed mCCAdL thermostat achieves a substantial improvement in the numerical stability over the original CCAdL thermostat, while significantly outperforming popular alternative stochastic gradient methods in terms of the numerical accuracy for large-scale machine learning applications.

stat.ML↗

arXiv2025

Stochastic Norton dynamics: An alternative approach for the computation of transport coefficients in dissipative particle dynamics

We study a novel alternative approach for the computation of transport coefficients at mesoscales. While standard nonequilibrium molecular dynamics (NEMD) approaches fix the forcing and measure the average induced flux in the system driven out of equilibrium, the so-called ``stochastic Norton dynamics'' instead fixes the value of the flux and measures the average magnitude of the forcing needed to induce it. We extend recent results obtained in Langevin dynamics to consider the generalisation of the stochastic Norton dynamics in the popular dissipative particle dynamics (DPD) at mesoscales, important for a wide range of complex fluids and soft matter applications. We demonstrate that the responses profiles for both the NEMD and stochastic Norton dynamics approaches coincide in both linear and nonlinear regimes, indicating that the stochastic Norton dynamics can indeed act as an alternative approach for the computation of transport coefficients, including the mobility and the shear viscosity, as the NEMD dynamics. In addition, based on the linear response of the DPD system with small perturbations, we derive a closed-form expression for the shear viscosity, and numerically validate its effectiveness with various types of external forces. Moreover, our numerical experiments demonstrate that the stochastic Norton dynamics approach clearly outperforms the NEMD dynamics in controlling the asymptotic variance, a key metric to measure the associated computational costs, particularly in the high friction limit.

physics.comp-ph↗

arXiv2022

Accurate and robust splitting methods for the generalized Langevin equation with a positive Prony series memory kernel

We study numerical methods for the generalized Langevin equation (GLE) with a positive Prony series memory kernel, in which case the GLE can be written in an extended variable Markovian formalism. We propose a new splitting method that is easy to implement and is able to substantially improve the accuracy and robustness of GLE simulations in a wide range of the parameters. An error analysis is performed in the case of a one-dimensional harmonic oscillator, revealing that several averages are exact for the newly proposed method. Various numerical experiments in both equilibrium and nonequilibrium simulations are also conducted to compare the method with popular alternatives in interacting multi-particle systems.

physics.comp-ph↗

arXiv2021

Accurate and efficient splitting methods for dissipative particle dynamics

We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales. We propose a new splitting method that is able to substantially improve the accuracy and efficiency of DPD simulations in a wide range of the friction coefficients, particularly in the extremely large friction limit that corresponds to a fluid-like Schmidt number, a key issue in DPD. Various numerical experiments on both equilibrium and transport properties are performed to demonstrate the superiority of the newly proposed method over popular alternative schemes in the literature.

math.NA↗

arXiv2020

Time correlation functions of equilibrium and nonequilibrium Langevin dynamics: Derivations and numerics using random numbers

We study the time correlation functions of coupled linear Langevin dynamics without and with inertia effects, both analytically and numerically. The model equation represents the physical behavior of a harmonic oscillator in two or three dimensions in the presence of friction, noise, and an external field with both rotational and deformational components. This simple model plays pivotal roles in understanding more complicated processes. The presented analytical solution serves as a test of numerical integration schemes, its derivation is presented in a fashion that allows to be repeated directly in a classroom. While the results in the absence of fields (equilibrium) or confinement (free particle) are omnipresent in the literature, we write down, apparently for the first time, the full nonequilibrium results that may correspond, e.g., to a Hookean dumbbell embedded in a macroscopically homogeneous shear or mixed flow field. We demonstrate how the inertia results reduce to their noninertia counterparts in the nontrivial limit of vanishing mass. While the results are derived using basic integrations over Dirac delta distributions, we mention its relationship with alternative approaches involving (i) Fourier transforms, that seems advantageous only if the measured quantities also reside in Fourier space, and (ii) a Fokker--Planck equation and the moments of the probability distribution. The results, verified by numerical experiments, provide additional means of measuring the performance of numerical methods for such systems. It should be emphasized that this manuscript provides specific details regarding the derivations of the time correlation functions as well as the implementations of various numerical methods, so that it can serve as a standalone piece as part of education in the framework of stochastic differential equations and calculus.

physics.comp-ph↗

arXiv2020

Covariance-Controlled Adaptive Langevin Thermostat for Large-Scale Bayesian Sampling

Monte Carlo sampling for Bayesian posterior inference is a common approach used in machine learning. The Markov Chain Monte Carlo procedures that are used are often discrete-time analogues of associated stochastic differential equations (SDEs). These SDEs are guaranteed to leave invariant the required posterior distribution. An area of current research addresses the computational benefits of stochastic gradient methods in this setting. Existing techniques rely on estimating the variance or covariance of the subsampling error, and typically assume constant variance. In this article, we propose a covariance-controlled adaptive Langevin thermostat that can effectively dissipate parameter-dependent noise while maintaining a desired target distribution. The proposed method achieves a substantial speedup over popular alternative schemes for large-scale machine learning applications.

stat.ML↗

arXiv2020

Pairwise adaptive thermostats for improved accuracy and stability in dissipative particle dynamics

We examine the formulation and numerical treatment of dissipative particle dynamics (DPD) and momentum-conserving molecular dynamics. We show that it is possible to improve both the accuracy and the stability of DPD by employing a pairwise adaptive Langevin thermostat that precisely matches the dynamical characteristics of DPD simulations (e.g., autocorrelation functions) while automatically correcting thermodynamic averages using a negative feedback loop. In the low friction regime, it is possible to replace DPD by a simpler momentum-conserving variant of the Nosé--Hoover--Langevin method based on thermostatting only pairwise interactions; we show that this method has an extra order of accuracy for an important class of observables (a superconvergence result), while also allowing larger timesteps than alternatives. All the methods mentioned in the article are easily implemented. Numerical experiments are performed in both equilibrium and nonequilibrium settings; using Lees--Edwards boundary conditions to induce shear flow.

physics.comp-ph↗

arXiv2020

Assessing numerical methods for molecular and particle simulation

We discuss the design of state-of-the-art numerical methods for molecular dynamics, focusing on the demands of soft matter simulation, where the purposes include sampling and dynamics calculations both in and out of equilibrium. We discuss the characteristics of different algorithms, including their essential conservation properties, the convergence of averages, and the accuracy of numerical discretizations. Formulations of the equations of motion which are suited to both equilibrium and nonequilibrium simulation include Langevin dynamics, dissipative particle dynamics (DPD), and the more recently proposed "pairwise adaptive Langevin" (PAdL) method, which, like DPD but unlike Langevin dynamics, conserves momentum and better matches the relaxation rate of orientational degrees of freedom. PAdL is easy to code and suitable for a variety of problems in nonequilibrium soft matter modeling, our simulations of polymer melts indicate that this method can also provide dramatic improvements in computational efficiency. Moreover we show that PAdL gives excellent control of the relaxation rate to equilibrium. In the nonequilibrium setting, we further demonstrate that while PAdL allows the recovery of accurate shear viscosities at higher shear rates than are possible using the DPD method at identical timestep, it also outperforms Langevin dynamics in terms of stability and accuracy at higher shear rates.

physics.comp-ph↗

arXiv2020

Structure-preserving integrators for dissipative systems based on reversible-irreversible splitting

We study the optimal design of numerical integrators for dissipative systems, for which there exists an underlying thermodynamic structure known as GENERIC (general equation for the nonequilibrium reversible-irreversible coupling). We present a frame-work to construct structure-preserving integrators by splitting the system into reversible and irreversible dynamics. The reversible part, which is often degenerate and reduces to a Hamiltonian form on its symplectic leaves, is solved by using a symplectic method (e.g., Verlet) with degenerate variables being left unchanged, for which an associated modified Hamiltonian (and subsequently a modified energy) in the form of a series expansion can be obtained by using backward error analysis. The modified energy is then used to construct a modified friction matrix associated with the irreversible part in such a way that a modified degeneracy condition is satisfied. The modified irreversible dynamics can be further solved by an explicit midpoint method if not exactly solvable. Our findings are verified by various numerical experiments, demonstrating the superiority of structure-preserving integrators over alternative schemes in terms of not only the accuracy control of both energy conservation and entropy production but also the preservation of the conformal symplectic structure in the case of linearly damped systems.

math.NA↗

arXiv2016

Adaptive Thermostats for Noisy Gradient Systems

We study numerical methods for sampling probability measures in high dimension where the underlying model is only approximately identified with a gradient system. Extended stochastic dynamical methods are discussed which have application to multiscale models, nonequilibrium molecular dynamics, and Bayesian sampling techniques arising in emerging machine learning applications. In addition to providing a more comprehensive discussion of the foundations of these methods, we propose a new numerical method for the adaptive Langevin/stochastic gradient Nosé--Hoover thermostat that achieves a dramatic improvement in numerical efficiency over the most popular stochastic gradient methods reported in the literature. We also demonstrate that the newly established method inherits a superconvergence property (fourth order convergence to the invariant measure for configurational quantities) recently demonstrated in the setting of Langevin dynamics. Our findings are verified by numerical experiments.

math.NA↗

arXiv2014

On the numerical treatment of dissipative particle dynamics and related systems

We review and compare numerical methods that simultaneously control temperature while preserving the momentum, a family of particle simulation methods commonly used for the modelling of complex fluids and polymers. The class of methods considered includes dissipative particle dynamics (DPD) as well as extended stochastic-dynamics models incorporating a generalized pairwise thermostat scheme in which stochastic forces are eliminated and the coefficient of dissipation is treated as an additional auxiliary variable subject to a feedback (kinetic energy) control mechanism. In the latter case, we consider the addition of a coupling of the auxiliary variable, as in the Nosé-Hoover-Langevin (NHL) method, with stochastic dynamics to ensure ergodicity, and find that the convergence of ensemble averages is substantially improved. To this end, splitting methods are developed and studied in terms of their thermodynamic accuracy, two-point correlation functions, and convergence. In terms of computational efficiency as measured by the ratio of thermodynamic accuracy to CPU time, we report significant advantages in simulation for the pairwise NHL method compared to popular alternative schemes (up to an 80\% improvement), without degradation of convergence rate. The momentum-conserving thermostat technique described here provides a consistent hydrodynamic model in the low-friction regime, but it will also be of use in both equilibrium and nonequilibrium molecular simulation applications owing to its efficiency and simple numerical implementation.

physics.comp-ph↗