The discretization of overdamped Langevin dynamics, through schemes such as the Euler-Maruyama method, can be corrected by some acceptance/rejection rule, based on a Metropolis-Hastings criterion for instance. In this case, the invariant measure samp
led by the Markov chain is exactly the Boltzmann-Gibbs measure. However, rejections perturb the dynamical consistency of the resulting numerical method with the reference dynamics. We present in this work some modifications of the standard correction of discretizations of overdamped Langevin dynamics on compact spaces by a Metropolis-Hastings procedure, which allow us to either improve the strong order of the numerical method, or to decrease the bias in the estimation of transport coefficients characterizing the effective dynamical behavior of the dynamics. For the latter approach, we rely on modified numerical schemes together with a Barker rule for the acceptance/rejection criterion.
We consider in this work the numerical computation of transport coefficients for Brownian dynamics. We investigate the discretization error arising when simulating the dynamics with the Smart MC algorithm (also known as Metropolis-adjusted Langevin a
lgorithm). We prove that the error is of order one in the time step, when using either the Green-Kubo or the Einstein formula to estimate the transport coefficients. We illustrate our results with numerical simulations.
