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- W4224251939 abstract "A Brownian bridge is a continuous random walk conditioned to end in a given region by adding an effective drift to guide paths toward the desired region of phase space. This idea has many applications in chemical science where one wants to control the endpoint of a stochastic process-e.g., polymer physics, chemical reaction pathways, heat/mass transfer, and Brownian dynamics simulations. Despite its broad applicability, the biggest limitation of the Brownian bridge technique is that it is often difficult to determine the effective drift as it comes from a solution of a Backward Fokker-Planck (BFP) equation that is infeasible to compute for complex or high-dimensional systems. This paper introduces a fast approximation method to generate a Brownian bridge process without solving the BFP equation explicitly. Specifically, this paper uses the asymptotic properties of the BFP equation to generate an approximate drift and determine ways to correct (i.e., re-weight) any errors incurred from this approximation. Because such a procedure avoids the solution of the BFP equation, we show that it drastically accelerates the generation of conditioned random walks. We also show that this approach offers reasonable improvement compared to other sampling approaches using simple bias potentials." @default.
- W4224251939 created "2022-04-26" @default.
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- W4224251939 date "2022-05-10" @default.
- W4224251939 modified "2023-09-29" @default.
- W4224251939 title "Brownian bridges for stochastic chemical processes—An approximation method based on the asymptotic behavior of the backward Fokker–Planck equation" @default.
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- W4224251939 doi "https://doi.org/10.1063/5.0080540" @default.
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