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Malliavin Weight Sampling for Computing Sensitivity Coefficients in Brownian Dynamics Simulations

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Author(s): Patrick B. Warren and Rosalind J. Allen

We present a method for computing parameter sensitivities and response coefficients in Brownian dynamics simulations. The method involves tracking auxiliary variables (Malliavin weights) in addition to the usual particle positions, in an unperturbed simulation. The Malliavin weights sample the deriv…

[Phys. Rev. Lett. 109, 250601] Published Mon Dec 17, 2012

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