When considering systems at constant temperature, the problem amounts to finding a dynamics which is ergodic for the canonical (or Gibbs) measure. Many different methods have been proposed in this vein, some of them based on deterministic dynamics (Hamiltonian or not), some of them based on stochastic differential equations (such as the Langevin equation). We will review some theoretical properties of the various methods, provide some new convergence results and compare the numerical efficiency of the methods on some simple examples.
This work is joint with Eric Cances and Gabriel Stoltz.