[02215] Solving Fokker-Planck Equation in High Dimensions via Milestoning
Session Time & Room : 2D (Aug.22, 15:30-17:10) @E506
Type : Contributed Talk
Abstract : We propose a novel method for solving Fokker-Planck-type equations via the Feynman-Kac formula, closely related to rare events sampling. A family of trajectories is maintained between each pair of milestones while new samples are drawn based on an importance-sampling principle. We also show a probabilistic estimate of the sampling error which explains why, so-called, milestoning can significantly speed up molecular dynamics simulations.
