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Register a new userSampling rare fluctuations of discrete-time Markov chains
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Stephen Whitelam
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We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate functions (and upper bounds on such functions) for dynamical quantities extensive in the length of the Markov chain. We illustrate the method using a series of simple examples, and use it to study the fluctuations of a lattice-based model of active matter that can undergo motility-induced phase separation.
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The free energetics of water density fluctuations near a surface, and the rare low-density fluctuations in particular, serve as reliable indicators of surface hydrophobicity; the easier it is to displace the interfacial waters, the more hydrophobic the underlying surface. However, characterizing the free energetics of such rare fluctuations requires computationally expensive, non-Boltzmann sampling methods like umbrella sampling. This inherent computational expense associated with umbrella sampling makes it challenging to investigate the role of polarizability or electronic structure effects in influencing interfacial fluctuations. Importantly, it also limits the size of the volume, which can be used to probe interfacial fluctuations. The latter can be particularly important in characterizing the hydrophobicity of large surfaces with molecular-level heterogeneities, such as those presented by proteins. To overcome these challenges, here we present a method for the sparse sampling of water density fluctuations, which is roughly two orders of magnitude more efficient than umbrella sampling. We employ thermodynamic integration to estimate the free energy differences between biased ensembles, thereby circumventing the umbrella sampling requirement of overlap between adjacent biased distributions. Further, a judicious choice of the biasing potential allows such free energy differences to be estimated using short simulations, so that the free energetics of water density fluctuations are obtained using only a few, short simulations. Leveraging the efficiency of the method, we characterize water density fluctuations in the entire hydration shell of the protein, ubiquitin; a large volume containing an average of more than six hundred waters.
The free energetics of water density fluctuations in bulk water, at interfaces, and in hydrophobic confinement inform the hydration of hydrophobic solutes as well as their interactions and assembly. The characterization of such free energetics is typically performed using enhanced sampling techniques such as umbrella sampling. In umbrella sampling, order parameter distributions obtained from adjacent biased simulations must overlap in order to estimate free energy differences between biased ensembles. Many biased simulations are typically required to ensure such overlap, which exacts a steep computational cost. We recently introduced a sparse sampling method, which circumvents the overlap requirement by using thermodynamic integration to estimate free energy differences between biased ensembles. Here we build upon and generalize sparse sampling for characterizing the free energetics of water density fluctuations in systems near liquid-vapor coexistence. We also introduce sensible heuristics for choosing the biasing potential parameters and strategies for adaptively refining them, which facilitate the estimation of such free energetics accurately and efficiently. We illustrate the method by characterizing the free energetics of cavitation in a large volume in bulk water. We also use sparse sampling to characterize the free energetics of capillary evaporation for water confined between two hydrophobic plates. In both cases, sparse sampling is nearly two orders of magnitude faster than umbrella sampling. Given its efficiency, the sparse sampling method is particularly well suited for characterizing free energy landscapes for systems wherein umbrella sampling is prohibitively expensive.
Active matter represents a broad class of systems that evolve far from equilibrium due to the local injection of energy. Like their passive analogues, transformations between distinct metastable states in active matter proceed through rare fluctuations, however their detailed balance violating dynamics renders these events difficult to study. Here, we present a simulation method for evaluating the rate and mechanism of rare events in generic nonequilibrium systems and apply it to study the conformational changes of a passive solute in an active fluid. The method employs a variational optimization of a control force that renders the rare event a typical one, supplying an exact estimate of its rate as a ratio of path partition functions. Using this method we find that increasing activity in the active bath can enhance the rate of conformational switching of the passive solute in a manner consistent with recent bounds from stochastic thermodynamics.
We discuss a non-reversible Markov chain Monte Carlo (MCMC) algorithm for particle systems, in which the direction of motion evolves deterministically. This sequential direction-sweep MCMC generalizes the widely spread MCMC sweep methods for particle or spin indices. The sequential direction-sweep MCMC can be applied to a wide range of original reversible or non-reversible Markov chains, such as the Metropolis algorithm or the event-chain Monte Carlo algorithm. For a simplified two-dimensional dipole model, we show rigorously that sequential MCMC leaves the stationary probability distribution unchanged, yet it profoundly modifies the Markov-chain trajectory. Long excursions, with persistent rotation in one direction, alternate with long sequences of rapid zigzags resulting in persistent rotation in the opposite direction. We show that sequential MCMC can have shorter mixing times than the algorithms with random updates of directions. We point out possible applications of sequential MCMC in polymer physics and in molecular simulation.
The effects of sampling rate and total measurement time have been determined for single-point measurements of step fluctuations within the context of first-passage properties. Time dependent STM has been used to evaluate step fluctuations on Ag(111) films grown on mica as a function of temperature (300-410 K), on screw dislocations on the facets of Pb crystallites at 320K, and on Al-terminated Si(111) over the temperature range 770K - 970K. Although the fundamental time constant for step fluctuations on Ag and Al/Si varies by orders of magnitude over the temperature ranges of measurement, no dependence of the persistence amplitude on temperature is observed. Instead, the persistence probability is found to scale directly with t/Dt where Dt is the time interval used for sampling. Survival probabilities show a more complex scaling dependence which includes both the sampling interval and the total measurement time tm. Scaling with t/Dt occurs only when Dt/tm is a constant. We show that this observation is equivalent to theoretical predictions that the survival probability will scale as Dt/L^z, where L is the effective length of a step. This implies that the survival probability for large systems, when measured with fixed values of tm or Dt should also show little or no temperature dependence.
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