Mathematical understanding of detailed balance condition violation and its application to Langevin dynamics (1503.02356v1)

Abstract: We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined distribution such as the Gibbs-Boltzmann one is performed under the detailed balance condition. In the present study, we propose a modified Langevin dynamics violating the detailed balance condition on the transition-probability formulation. We confirm that the numerical implementation of the proposed method actually demonstrates two major beneficial improvements: acceleration of the relaxation to the predetermined distribution and reduction of the correlation time between two different realizations in the steady state.