Related papers: Path probability ratios for Langevin dynamics -- e…
Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to…
The inherent complexity of biological agents often leads to motility behavior that appears to have random components. Robust stochastic inference methods are therefore required to understand and predict the motion patterns from time…
This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thoroughness of sampling. Also, it considers the computation of…
We bring a control perspective to the problem of identifying paths of measures for sampling via dynamic measure transport (DMT). We highlight the fact that commonly used paths may be poor choices for DMT and connect existing methods for…
Protein-ligand (un)binding simulations are a recent focus of biased molecular dynamics simulations. Such binding and unbinding can occur via different pathways in and out of a binding site. We here present a theoretical framework how to…
We present a novel probabilistic approach for optimal path experimental design. In this approach a discrete path optimization problem is defined on a static navigation mesh, and trajectories are modeled as random variables governed by a…
Model-based reinforcement learning (RL) is more sample efficient than model-free RL by using imaginary trajectories generated by the learned dynamics model. When the model is inaccurate or biased, imaginary trajectories may be deleterious…
I give an overview of rare event simulation techniques to generate dynamical pathways across high free energy barriers. The methods on which I will concentrate are the reactive flux approach, transition path sampling, (replica-exchange)…
We consider Adaptively Restrained Langevin dynamics, in which the kinetic energy function vanishes for small velocities. Properly parameterized, this dynamics makes it possible to reduce the computational complexity of updating…
A systematic procedure for optimising the friction coefficient in underdamped Langevin dynamics as a sampling tool is given by taking the gradient of the associated asymptotic variance with respect to friction. We give an expression for…
We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…
Dispersion of a passive scalar from concentrated sources in fully developed turbulent channel flow is studied with the probability density function (PDF) method. The joint PDF of velocity, turbulent frequency and scalar concentration is…
Consider a multidimensional diffusion process $X=\{X\left(t\right) :t\in\lbrack0,1]\}$. Let $\varepsilon>0$ be a \textit{deterministic}, user defined, tolerance error parameter. Under standard regularity conditions on the drift and…
We propose a new method called the N-particle underdamped Langevin algorithm for optimizing a special class of non-linear functionals defined over the space of probability measures. Examples of problems with this formulation include…
Understanding the transition events between metastable states in complex systems is an important subject in the fields of computational physics, chemistry and biology. The transition pathway plays an important role in characterizing the…
We present a method to sample reactive pathways via biased molecular dynamics simulations in trajectory space. We show that the use of enhanced sampling techniques enables unconstrained exploration of multiple reaction routes. Time…
We consider the problem of approximating the Langevin dynamics of inertial particles being transported by a background flow. In particular, we study an acceleration corrected advection-diffusion approximation to the Langevin dynamics, a…
In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…
We introduce a new method to calculate the credit exposure of European and path-dependent options. The proposed method is able to calculate accurate expected exposure and potential future exposure profiles under the risk-neutral and the…
We investigate a weighted Multilevel Richardson-Romberg extrapolation for the ergodic approximation of invariant distributions of diffusions adapted from the one introduced in~[Lemaire-Pag\`es, 2013] for regular Monte Carlo simulation. In a…