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Description
Migrated from PR: SciML/StochasticDiffEq.jl#545
Author: @HadrienNU
Implementation of ABOBA and OBABO Langevin integrators (GJ family), plus enhancements to the existing BAOAB integrator to support matrix-valued friction (gamma parameter). This was a substantial PR with new caches, perform_step implementations, and convergence tests.
Key changes:
- New
ABOBAandOBABOalgorithm structs (weak order 2) ABOBAConstantCache/ABOBACache,OBABOConstantCache/OBABOCache- perform_step! implementations in
src/perform_step/dynamical.jl - BAOAB refactored to support
gamma::AbstractMatrix(matrix friction) via Cholesky decomposition - Weak convergence tests in
test/weak_convergence/sde_convergence_dynamical.jl - OBABO requires an extra noise process (
alg_needs_extra_process)
Files changed: src/StochasticDiffEq.jl, src/alg_utils.jl, src/algorithms.jl, src/caches/dynamical_caches.jl, src/perform_step/dynamical.jl, src/solve.jl, test/runtests.jl, test/sde/sde_dynamical.jl, test/weak_convergence/sde_convergence_dynamical.jl
Full diff preserved at: https://github.com/SciML/StochasticDiffEq.jl/pull/545.diff
References:
- Leimkuhler B., Matthews C., "Robust and efficient configurational molecular sampling via Langevin dynamics", J. Chem. Phys. 138, 174102 (2013)
- Leimkuhler B., Matthews C., "Molecular Dynamics With Deterministic and Stochastic Numerical Methods", Springer (2015)
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