Library

feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
Source
Years
Language
  • 1
    Publication Date: 2022-07-19
    Description: This paper studies time-inhomogeneous nonequilibrium diffusion processes, including both Brownian dynamics and Langevin dynamics. We derive upper bounds of the relative entropy production of the time-inhomogeneous process with respect to the transient invariant probability measures. We also study the time reversal of the reverse process in Crooks' fluctuation theorem. We show that the time reversal of the reverse process coincides with the optimally controlled forward process that leads to zero variance importance sampling estimator based on Jarzynski's equality.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 2
    Publication Date: 2022-07-19
    Description: Calculating averages with respect to probability measures on submanifolds is often necessary in various application areas such as molecular dynamics, computational statistical mechanics and Bayesian statistics. In recent years, various numerical schemes have been proposed in the literature to study this problem based on appropriate reversible constrained stochastic dynamics. In this paper we present and analyse a non-reversible generalisation of the projection-based scheme developed by one of the authors [ESAIM: M2AN, 54 (2020), pp. 391-430]. This scheme consists of two steps - starting from a state on the submanifold, we first update the state using a non-reversible stochastic differential equation which takes the state away from the submanifold, and in the second step we project the state back onto the manifold using the long-time limit of a ordinary differential equation. We prove the consistency of this numerical scheme and provide quantitative error estimates for estimators based on finite-time running averages. Furthermore, we present theoretical analysis which shows that this scheme outperforms its reversible counterpart in terms of asymptotic variance. We demonstrate our findings on an illustrative test example.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 3
    Publication Date: 2022-07-19
    Description: 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.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 4
    Publication Date: 2022-07-19
    Description: Effective dynamics using conditional expectation was proposed in [F. Legoll and T. Lelièvre, Nonlinearity, 2010] to approximate the essential dynamics of high-dimensional diffusion processes along a given reaction coordinate. The approximation error of the effective dynamics when it is used to approximate the behavior of the original dynamics has been considered in recent years. As a continuation of the previous work [F. Legoll, T. Lelièvre, and S. Olla, Stoch. Process. Appl, 2017], in this paper we obtain pathwise estimates for effective dynamics when the reaction coordinate function is either nonlinear or vector-valued.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 5
    Publication Date: 2022-07-19
    Description: The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study the first passage path ensemble of both discrete-time and continuous-time jump processes on a finite state space. The main approach is to divide each first passage path into nonreactive and reactive segments and to study them separately. The analysis can be applied to jump processes which are non-ergodic, as well as continuous-time jump processes where the waiting time distributions are non-exponential. In the particular case that the jump processes are both Markovian and ergodic, our analysis elucidates the relations between the study of the first passage paths and the study of the transition paths in transition path theory. We provide algorithms to numerically compute statistics of the first passage path ensemble. The computational complexity of these algorithms scales with the complexity of solving a linear system, for which efficient methods are available. Several examples demonstrate the wide applicability of the derived results across research areas.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 6
    Publication Date: 2022-12-05
    Description: In this paper, we consider the eigenvalue PDE problem of the infinitesimal generators of metastable diffusion processes. We propose a numerical algorithm based on training artificial neural networks for solving the leading eigenvalues and eigenfunctions of such high-dimensional eigenvalue problem. The algorithm is useful in understanding the dynamical behaviors of metastable processes on large timescales. We demonstrate the capability of our algorithm on a high-dimensional model problem, and on the simple molecular system alanine dipeptide.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 7
    Publication Date: 2022-12-05
    Description: We propose new Markov Chain Monte Carlo algorithms to sample probability distributions on submanifolds, which generalize previous methods by allowing the use of set-valued maps in the proposal step of the MCMC algorithms. The motivation for this generalization is that the numerical solvers used to project proposed moves to the submanifold of interest may find several solutions. We show that the new algorithms indeed sample the target probability measure correctly, thanks to some carefully enforced reversibility property. We demonstrate the interest of the new MCMC algorithms on illustrative numerical examples.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 8
    Publication Date: 2023-07-17
    Description: 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.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 9
    Publication Date: 2023-11-06
    Description: We propose numerical algorithms for solving optimal control and importance sampling problems based on simplified models. The algorithms combine model reduction techniques for multiscale diffusions and stochastic optimization tools, with the aim of reducing the original, possibly high-dimensional problem to a lower dimensional representation of the dynamics, in which only a few relevant degrees of freedom are controlled or biased. Specifically, we study situations in which either a reaction coordinate onto which the dynamics can be projected is known, or situations in which the dynamics shows strongly localized behavior in the small noise regime. No explicit assumptions about small parameters or scale separation have to be made. We illustrate the approach with simple, but paradigmatic numerical examples.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 10
    Publication Date: 2023-11-06
    Description: 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.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...