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Finding collective variables to describe some important coarse-grained information on physical systems, in particular metastable states, remains a key issue in molecular dynamics. Recently, machine learning techniques have been intensively used to complement and possibly bypass expert knowledge in order to construct collective variables. Our focus here is on neural network approaches based on autoencoders. We study some relevant mathematical properties of the loss function considered for training autoencoders, and provide physical interpretations based on conditional variances and minimum energy paths. We also consider various extensions in order to better describe physical systems, by incorporating more information on transition states at saddle points, and/or allowing for multiple decoders in order to describe several transition paths. Our results are illustrated on toy two dimensional systems and on alanine dipeptide.
Applications of the cross-entropy method to importance sampling and optimal control of diffusions
(2014)
We study the cross-entropy method for diffusions. One of the results is a versatile cross-entropy algorithm that can be used to design efficient importance sampling strategies for rare events or to solve optimal control problems. The approach is based on the minimization of a suitable cross-entropy functional, with a parametric family of exponentially tilted probability distributions. We illustrate the new algorithm with several numerical examples and discuss algorithmic issues and possible extensions of the method.
Applications of the cross-entropy method to importance sampling and optimal control of diffusions
(2014)
In molecular dynamics and related fields one considers dynamical descriptions of complex systems in full (atomic) detail. In order to reduce the overwhelming complexity of realistic systems (high dimension, large timescale spread, limited computational resources) the projection of the full dynamics onto some reaction coordinates is examined in order to extract statistical information like free energies or reaction rates. In this context, the effective dynamics that is induced by the full dynamics on the reaction coordinate space has attracted considerable attention in the literature. In this article, we contribute to this discussion: We first show that if we start with an ergodic diffusion processes whose invariant measure is unique then these properties are inherited by the effective dynamics. Then, we give equations for the effective dynamics, discuss whether the dominant timescales and reaction rates inferred from the effective dynamics are accurate approximations of such quantities for the full dynamics, and compare our findings to results from approaches like Zwanzig-Mori, averaging, or homogenization. Finally, by discussing the algorithmic realization of the effective dynamics, we demonstrate that recent algorithmic techniques like the ”equation-free” approach and the ”heterogeneous multiscale method” can be seen as special cases of our approach.
We present EPR-Net, a novel and effective deep learning approach that tackles a crucial challenge in biophysics: constructing potential landscapes for high-dimensional non-equilibrium steady-state (NESS) systems. EPR-Net leverages a nice mathematical fact that the desired negative potential gradient is simply the orthogonal projection of the driving force of the underlying dynamics in a weighted inner-product space. Remarkably, our loss function has an intimate connection with the steady entropy production rate (EPR), enabling simultaneous landscape construction and EPR estimation. We introduce an enhanced learning strategy for systems with small noise, and extend our framework to include dimensionality reduction and state-dependent diffusion coefficient case in a unified fashion. Comparative evaluations on benchmark problems demonstrate the superior accuracy, effectiveness, and robustness of EPR-Net compared to existing methods. We apply our approach to challenging biophysical problems, such as an 8D limit cycle and a 52D multi-stability problem, which provide accurate solutions and interesting insights on constructed landscapes. With its versatility and power, EPR-Net offers a promising solution for diverse landscape construction problems in biophysics.
In many applications, it is often necessary to sample the mean value of certain quantity with respect to a probability measure $\mu$ on the level set of a smooth function ξ:R^d→R^k, 1≤k<d. A specially interesting case is the so-called conditional probability measure, which is useful in the study of free energy calculation and model reduction of diffusion processes. By Birkhoff's ergodic theorem, one approach to estimate the mean value is to compute the time average along an infinitely long trajectory of an ergodic diffusion process on the level set whose invariant measure is $\mu$. Motivated by the previous work of Ciccotti, Lelièvre, and Vanden-Eijnden, as well as the work of Lelièvre, Rousset, and Stoltz, in this paper we construct a family of ergodic diffusion processes on the level set of ξ whose invariant measures coincide with the given one. For the conditional measure, in particular, we show that the corresponding SDEs of the constructed ergodic processes have relatively simple forms, and, moreover, we propose a consistent numerical scheme which samples the conditional measure asymptotically. The numerical scheme doesn't require computing the second derivatives of ξ and the error estimates of its long time sampling efficiency are obtained.
Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sampling in the framework of diffusion process and consider the change of measure which is realized by adding a control force to the original dynamics. For certain exponential type expectation, the corresponding control force of the optimal change of measure leads to a zero-variance estimator and is related to the solution of a Hamilton–Jacobi–Bellmann equation. We focus on certain diffusions with both slow and fast variables, and the main result is that we obtain an upper bound of the relative error for the importance sampling estimators with control obtained from the limiting dynamics. We demonstrate our approximation strategy with an illustrative numerical example.
In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these nonequilibrium theorems using mathematical arguments, therefore enabling further investigations in the mathematical community. On the numerical side, variance reduction approaches such as importance sampling method are studied in order to compute free energy differences based on Jarzynski's equality.
We develop a data-driven method to learn chemical reaction networks from trajectory data. Modeling the reaction system as a continuous-time Markov chain and assuming the system is fully observed,our method learns the propensity functions of the system with predetermined basis functions by maximizing the likelihood function of the trajectory data under l^1 sparse regularization. We demonstrate our method with numerical examples using synthetic data and carry out an asymptotic analysis of the proposed learning procedure in the infinite-data limit.