اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدInstanton based importance sampling for rare events in stochastic PDEs
120
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
We present a new method for sampling rare and large fluctuations in a non-equilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To this end, we deploy the so-called instanton formalism that corresponds to a saddle-point approximation of the action in the path integral formulation of the underlying SPDE. The crucial step in our approach is the formulation of an alternative SPDE that incorporates knowledge of the instanton solution such that we are able to constrain the dynamical evolutions around extreme flow configurations only. Finally, a reweighting procedure based on the Girsanov theorem is applied to recover the full distribution function of the original system. The entire procedure is demonstrated on the example of the one-dimensional Burgers equation. Furthermore, we compare our method to conventional direct numerical simulations as well as to Hybrid Monte Carlo methods. It will be shown that the instanton-based sampling method outperforms both approaches and allows for an accurate quantification of the whole probability density function of velocity gradients from the core to the very far tails.
قيم البحث
اقرأ أيضاً
We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm samples space-ti
me histories of the dynamical degrees of freedom under the influence of random noise. First, we validate and benchmark the HMC algorithm by reproducing multiscale properties of the one-dimensional Burgers equation driven by Gaussian and white-in-time noise. Second, we show how to implement an importance sampling protocol to significantly enhance, by orders of magnitudes, the probability to sample extreme and rare events, making it possible to estimate moments of field variables of extremely high order (up to 30 and more). By employing reweighting techniques, we map the biased configurations back to the original probability measure in order to probe their statistical importance. Finally, we show that by biasing the system towards very intense negative gradients, the HMC algorithm is able to explore the statistical fluctuations around instanton configurations. Our results will also be interesting and relevant in lattice gauge theory since they provide insight into reweighting techniques.
We develop a novel computational method for evaluating the extreme excursion probabilities arising from random initialization of nonlinear dynamical systems. The method uses excursion probability theory to formulate a sequence of Bayesian inverse pro
blems that, when solved, yields the biasing distribution. Solving multiple Bayesian inverse problems can be expensive; more so in higher dimensions. To alleviate the computational cost, we build machine-learning-based surrogates to solve the Bayesian inverse problems that give rise to the biasing distribution. This biasing distribution can then be used in an importance sampling procedure to estimate the extreme excursion probabilities.
The development of enhanced sampling methods has greatly extended the scope of atomistic simulations, allowing long-time phenomena to be studied with accessible computational resources. Many such methods rely on the identification of an appropriate s
et of collective variables. These are meant to describe the systems modes that most slowly approach equilibrium. Once identified, the equilibration of these modes is accelerated by the enhanced sampling method of choice. An attractive way of determining the collective variables is to relate them to the eigenfunctions and eigenvalues of the transfer operator. Unfortunately, this requires knowing the long-term dynamics of the system beforehand, which is generally not available. However, we have recently shown that it is indeed possible to determine efficient collective variables starting from biased simulations. In this paper, we bring the power of machine learning and the efficiency of the recently developed on-the-fly probability enhanced sampling method to bear on this approach. The result is a powerful and robust algorithm that, given an initial enhanced sampling simulation performed with trial collective variables or generalized ensembles, extracts transfer operator eigenfunctions using a neural network ansatz and then accelerates them to promote sampling of rare events. To illustrate the generality of this approach we apply it to several systems, ranging from the conformational transition of a small molecule to the folding of a mini-protein and the study of materials crystallization.
We present a shock capturing method for large-eddy simulation of turbulent flows. The proposed method relies on physical mechanisms to resolve and smooth sharp unresolved flow features that may otherwise lead to numerical instability, such as shock w
aves and under-resolved thermal and shear layers. To that end, we devise various sensors to detect when and where the shear viscosity, bulk viscosity and thermal conductivity of the fluid do not suffice to stabilize the numerical solution. In such cases, the fluid viscosities are selectively increased to ensure the cell Peclet number is of order one so that these flow features can be well represented with the grid resolution. Although the shock capturing method is devised in the context of discontinuous Galerkin methods, it can be used with other discretization schemes. The performance of the method is illustrated through numerical simulation of external and internal flows in transonic, supersonic, and hypersonic regimes. For the problems considered, the shock capturing method performs robustly, provides sharp shock profiles, and has a small impact on the resolved turbulent structures. These three features are critical to enable robust and accurate large-eddy simulations of shock flows.
Computing accurate reaction rates is a central challenge in computational chemistry and biology because of the high cost of free energy estimation with unbiased molecular dynamics. In this work, a data-driven machine learning algorithm is devised to
learn collective variables with a multitask neural network, where a common upstream part reduces the high dimensionality of atomic configurations to a low dimensional latent space, and separate downstream parts map the latent space to predictions of basin class labels and potential energies. The resulting latent space is shown to be an effective low-dimensional representation, capturing the reaction progress and guiding effective umbrella sampling to obtain accurate free energy landscapes. This approach is successfully applied to model systems including a 5D Muller Brown model, a 5D three-well model, and alanine dipeptide in vacuum. This approach enables automated dimensionality reduction for energy controlled reactions in complex systems, offers a unified framework that can be trained with limited data, and outperforms single-task learning approaches, including autoencoders.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
