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Effective dynamics for non-reversible stochastic differential equations: a quantitative study. (English) Zbl 1488.60147

Summary: Coarse-graining is central to reducing dimensionality in molecular dynamics, and is typically characterized by a mapping which projects the full state of the system to a smaller class of variables. While extensive literature has been devoted to coarse-graining starting from reversible systems, not much is known in the non-reversible setting. In this article, starting with non-reversible dynamics, we introduce and study effective dynamics which approximate the (non-closed) projected dynamics. Under fairly weak conditions on the system, we prove error bounds on the trajectorial error between the projected and the effective dynamics. In addition to extending existing results to the non-reversible setting, our error estimates also indicate that the notion of mean force motivated by these effective dynamics is a good one.

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
34C29 Averaging method for ordinary differential equations
82C31 Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
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