The practice and theory of stochastic simulation

October 22 to October 26, 2007

at the

American Institute of Mathematics, San Jose, California

organized by

Jonathan Mattingly and Eric Vanden-Eijnden

Original Announcement

This workshop concerns approaches for the numerical integration of stochastic systems which span many temporal-scales. Molecular dynamics and stochastic simulations in chemical kinetics, in particular, are two important examples among several other which require efficient and accurate integrators. The simulations of these systems generate many important questions which, so far, remain mostly open. Can stochastic differential equations (SDEs) represent a viable alternative to thermostats such as Nose-Hoover or Andersen for the simulation of systems in ensembles other than the microcanonical one? How to guarantee the ergodicity of integrators for such SDEs and assess their rate of convergence, accuracy and efficiency? How to incorporate holonomic constraints in these contexts? How to efficiently compute expectation and free energies using such integrators, especially in systems displaying metastability? How to increase the efficiency of Gillespie's stochastic simulation algorithm for chemical kinetics systems with disparate rates? Can stochastic differential equation be a viable alternative in this context as well?

Activities at the workshop will focus on new developments and related issues in these areas.

Material from the workshop

A list of participants.

The workshop schedule.

A report on the workshop activities.