Multi-level Monte Carlo methods in chemical applications with Lennard-Jones potentials and other landscapes with isolated singularities

Abstract

We describe and compare outcomes of various Multi-Level Monte Carlo (MLMC) method variants, motivated by the potential of improved computational efficiency over rejection based Monte Carlo, which scales poorly with problem dimension. With an eye toward its application to computational chemical physics, we test MLMC's ability to sample trajectories on two problems — a familiar double-well potential, with known stationary distributions, and a Lennard-Jones solid potential (a Galton Board). By sampling Brownian motion trajectories, we are able to compute expectations of observable averages. These multi-basin potential energy problems capture the essence of the challenges with using MLMC, namely, maintaining correspondence of sample paths as time-resolution is varied. Addressing this challenge properly can lead to MLMC significantly outperforming standard Monte Carlo path sampling. We describe the essence of this problem and suggest strategies that circumvent diverging multilevel sample paths for an important class of problems. In the tests we also compare the computational cost of several, “adaptive,” variants of MLMC. Our results demonstrate that MLMC overcomes the collision, time scale limitation of the more familiar Brownian path MC samplers, and our implementation provides tunable error thresholds, making MLMC a promising candidate for application to larger and more complex molecular systems.