Path-space variational inference for non-equilibrium coarse-grained systems

DOI10.1016/J.JCP.2016.03.021zbMATH Open1349.65030DBLPjournals/jcphy/HarmandarisKKP16arXiv1508.00289OpenAlexW2298009901WikidataQ60149102 ScholiaQ60149102MaRDI QIDQ2375138FDOQ2375138

Authors: Evangelia Kalligiannaki, Markos Katsoulakis, Vagelis A. Harmandaris, Petr Plecháč 

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Abstract: In this paper, we discuss information-theoretic tools for obtaining optimized coarse-grained molecular models for both equilibrium and non-equilibrium molecular dynamics. The latter are ubiquitous in physicochemical and biological applications, where they are typically associated with coupling mechanisms, multi-physics and/or boundary conditions. In general the non-equilibrium steady states are not known explicitly as they do not necessarily have a Gibbs structure. The presented approach can compare microscopic behavior of molecular systems to parametric and non-parametric coarse-grained one using the relative entropy between distributions on the path space and setting up a corresponding path space variational inference problem. The methods can become entirely data-driven when the microscopic dynamics are replaced with corresponding correlated data in the form of time series. Furthermore, we present connections and generalizations of force matching methods in coarse-graining with path-space information methods, as well as demonstrate the enhanced transferability of information-based parameterizations to general observables due to information inequalities. We further discuss methodological connections between information-based coarse-graining of molecular systems and variational inference methods primarily developed in the machine learning community. However, we note that the work presented here addresses variational inference for correlated time series due to the focus on dynamics. The applicability of the proposed methods is demonstrated on high-dimensional stochastic processes given by Langevin, overdamped and driven Langevin dynamics of interacting particles.

Full work available at URL: https://arxiv.org/abs/1508.00289

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zbMATH Keywords

machine learningtime seriesvariational inferencestochastic optimizationinformation metricscoarse grainingnon-equilibriumLangevin dynamics

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Learning and adaptive systems in artificial intelligence (68T05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited In (13)

• Information theoretic clustering for coarse-grained modeling of non-equilibrium gas dynamics
• Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise
• Incorporating physical constraints in a deep probabilistic machine learning framework for coarse-graining dynamical systems
• GINNs: graph-informed neural networks for multiscale physics
• A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations
• Special issue: Big data and predictive computational modeling
• Predictive coarse-graining
• Data-driven, variational model reduction of high-dimensional reaction networks
• Scalable information inequalities for uncertainty quantification
• Physics-constrained, data-driven discovery of coarse-grained dynamics
• Bottom-Up Transient Time Models in Coarse-Graining Molecular Systems
• Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE
• An estimator for the relative entropy rate of path measures for stochastic differential equations

Uses Software

• PMTK

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