TY - JOUR A1 - Ribera Borrell, Enric A1 - Quer, Jannes A1 - Richter, Lorenz A1 - Schütte, Christof T1 - Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics JF - SIAM Journal on Scientific Computing (SISC) N2 - Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings. KW - importance sampling KW - stochastic optimal control KW - rare event simulation KW - metastability KW - neural networks KW - metadynamics Y1 - 2023 U6 - https://doi.org/10.1137/22M1503464 SP - S298 EP - S323 ER - TY - GEN A1 - Ribera Borrell, Enric A1 - Quer, Jannes A1 - Richter, Lorenz A1 - Schütte, Christof T1 - Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics N2 - Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings. T3 - ZIB-Report - 21-40 KW - importance sampling KW - stochastic optimal control KW - rare event simulation KW - metastability KW - neural networks KW - metadynamics Y1 - 2021 SN - 1438-0064 ER -