Overview Statistic: PDF-Downloads (blue) and Frontdoor-Views (gray)

Variational characterization of free energy: Theory and algorithms

Please always quote using this URN: urn:nbn:de:0297-zib-65045
  • The article surveys and extends variational formulations of the thermodynamic free energy and discusses their information-theoretic content from the perspective of mathematical statistics. We revisit the well-known Jarzynski equality for nonequilibrium free energy sampling within the framework of importance sampling and Girsanov change-of-measure transformations. The implications of the different variational formulations for designing efficient stochastic optimization and nonequilibrium simulation algorithms for computing free energies are discussed and illustrated.

Download full text files

Export metadata

Additional Services

Share in Twitter Search Google Scholar Statistics - number of accesses to the document
Metadaten
Author:Carsten HartmannORCiD, Lorenz Richter, Christof Schütte, Wei Zhang
Document Type:ZIB-Report
Tag:Donsker-Varadhan principle; Importance sampling; cross-entropy method; nonequilibrium molecular dynamics; stochastic approximation; thermodynamic free energy
MSC-Classification:37-XX DYNAMICAL SYSTEMS AND ERGODIC THEORY [See also 26A18, 28Dxx, 34Cxx, 34Dxx, 35Bxx, 46Lxx, 58Jxx, 70-XX] / 37Axx Ergodic theory [See also 28Dxx] / 37A60 Dynamical systems in statistical mechanics [See also 82Cxx]
60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J60 Diffusion processes [See also 58J65]
82-XX STATISTICAL MECHANICS, STRUCTURE OF MATTER / 82Cxx Time-dependent statistical mechanics (dynamic and nonequilibrium) / 82C05 Classical dynamic and nonequilibrium statistical mechanics (general)
Date of first Publication:2017/10/06
Series (Serial Number):ZIB-Report (17-52)
ISSN:1438-0064
Accept ✔
Diese Webseite verwendet technisch erforderliche Session-Cookies. Durch die weitere Nutzung der Webseite stimmen Sie diesem zu. Unsere Datenschutzerklärung finden Sie hier.