LANGEVIN DYNAMICS WITH CONSTRAINTS AND COMPUTATION OF FREE ENERGY DIFFERENCES

In this paper, we consider Langevin processes with mechanical constraints. The latter are a fundamental tool in molecular dynamics simulation for sampling purposes and for the computation of free energy differences. The results of this paper can be divided into three parts. (i) We propose a simple discretization of the constrained Langevin process based on a splitting strategy. We show how to correct the scheme so that it samples exactly the canonical measure restricted on a submanifold, using a Metropolis-Hastings correction in the spirit of the Generalized Hybrid Monte Carlo (GHMC) algorithm. Moreover, we obtain, in some limiting regime, a consistent discretization of the overdamped Langevin (Brownian) dynamics on a submanifold, also sampling exactly the correct canonical measure with constraints. (ii) For free energy computation using thermodynamic integration, we rigorously prove that the longtime average of the Lagrange multipliers of the constrained Langevin dynamics yields the gradient of a rigid version of the free energy associated with the constraints. A second order time discretization using the Lagrange multipliers is proposed. (iii) The Jarzynski-Crooks fluctuation relation is proved for Langevin processes with mechanical constraints evolving in time. An original numerical discretization without time discretization error is proposed, and its overdamped limit is studied. Numerical illustrations are provided for (ii) and (iii).