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Register a new userCaliber Corrected Markov Modeling (C2M2): Correcting Equilibrium Markov models
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Rate processes are often modeled using Markov-State Models (MSM). Suppose you know a prior MSM, and then learn that your prediction of some particular observable rate is wrong. What is the best way to correct the whole MSM? For example, molecular dynamics simulations of protein folding may sample many microstates, possibly giving correct pathways through them, while also giving the wrong overall folding rate, when compared to experiment. Here, we describe Caliber Corrected Markov Modeling (C2M2): an approach based on the principle of maximum entropy for updating a Markov model by imposing state- and trajectory- based constraints. We show that such corrections are equivalent to asserting position-dependent diffusion coefficients in continuous-time continuous-space Markov processes modeled by a Smoluchowski equation. We derive the functional form of the diffusion coefficient explicitly in terms of the trajectory-based constraints. We illustrate with examples of 2D particle diffusion and an overdamped harmonic oscillator.
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We present a principled approach for estimating the matrix of microscopic rates among states of a Markov process, given only its stationary state population distribution and a single average global kinetic observable. We adapt Maximum Caliber, a variational principle in which a path entropy is maximized over the distribution of all the possible trajectories, subject to basic kinetic constraints and some average dynamical observables. We show that this approach leads, under appropriate conditions, to the continuous-time master equation and a Smoluchowski-like equation that is valid for both equilibrium and non-equilibrium stationary states. We illustrate the method by computing the solvation dynamics of water molecules from molecular dynamics trajectories.
Markov State Modeling has recently emerged as a key technique for analyzing rare events in thermal equilibrium molecular simulations and finding metastable states. Here we export this technique to the study of friction, where strongly non-equilibrium events are induced by an external force. The approach is benchmarked on the well-studied Frenkel-Kontorova model, where we demonstrate the unprejudiced identification of the minimal basis microscopic states necessary for describing sliding, stick-slip and dissipation. The steps necessary for the application to realistic frictional systems are highlighted.
We study the continuous one-dimensional hard-sphere model and present irreversible local Markov chains that mix on faster time scales than the reversible heatbath or Metropolis algorithms. The mixing time scales appear to fall into two distinct universality classes, both faster than for reversible local Markov chains. The event-chain algorithm, the infinitesimal limit of one of these Markov chains, belongs to the class presenting the fastest decay. For the lattice-gas limit of the hard-sphere model, reversible local Markov chains correspond to the symmetric simple exclusion process (SEP) with periodic boundary conditions. The two universality classes for irreversible Markov chains are realized by the totally asymmetric simple exclusion process (TASEP), and by a faster variant (lifted TASEP) that we propose here. Lifted Markov chains and the recently introduced factorized Metropolis acceptance rule extend the irreversible Markov chains discussed here to general pair interactions and to higher dimensions.
We analyze the convergence of the irreversible event-chain Monte Carlo algorithm for continuous spin models in the presence of topological excitations. In the two-dimensional XY model, we show that the local nature of the Markov-chain dynamics leads to slow decay of vortex-antivortex correlations while spin waves decorrelate very quickly. Using a Frechet description of the maximum vortex-antivortex distance, we quantify the contributions of topological excitations to the equilibrium correlations, and show that they vary from a dynamical critical exponent z sim 2 at the critical temperature to z sim 0 in the limit of zero temperature. We confirm the event-chain algorithms fast relaxation (corresponding to z = 0) of spin waves in the harmonic approximation to the XY model. Mixing times (describing the approach towards equilibrium from the least favorable initial state) however remain much larger than equilibrium correlation times at low temperatures. We also describe the respective influence of topological monopole-antimonopole excitations and of spin waves on the event-chain dynamics in the three-dimensional Heisenberg model.
An overarching action principle, the principle of minimal free action, exists for ergodic Markov chain dynamics. Using this principle and the Detailed Fluctuation Theorem, we construct a dynamic ensemble theory for non-equilibrium steady states (NESS) of Markov chains, which is in full analogy with equilibrium canonical ensemble theory. Concepts such as energy, free energy, Boltzmann macro-sates, entropy, and thermodynamic limit all have their dynamic counterparts. For reversible Markov chains, minimization of Boltzmann free action yields thermal equilibrium states, and hence provide a dynamic justification of the principle of minimal free energy. For irreversible Markov chains, minimization of Boltzmann free action selects the stable NESS, and determines its macroscopic properties, including entropy production. A quadratic approximation of free action leads to linear-response theory with reciprocal relations built-in. Hence, in so much as non-equilibrium phenomena can be modeled as Markov processes, minimal free action serves as a basic principle for both equilibrium and non-equilibrium statistical physics.
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