arXiv subjects

Frank Pinski

Publications and source records attributed to Frank Pinski.

3 recordsLinked to original sources

arXiv2017

Pinned Brownian Bridges in the Continuous-Time Limit

The current understanding of pinned Brownian bridges is based on the Onsager-Machlup (OM) functional. The continuous-time limit of the OM functional can be expressed either by using the Fokker-Planck equation or by using the Radon-Nikodym derivative with the help of the Girsanov theorem and Ito's lemma. The resulting expression, called here, the Ito-Girsanov (IG) measure, has been used as a basis of algorithms designed to create ensembles of transition paths, paths that are constrained to start in one free energy basin and end in another. Here we explore the underlying formalism and show that the IG measure originates in an expression that is only conditionally convergent. Thus without a sound mathematical foundation, the IG measure produces unphysical results when used in computer algorithms that are designed to elucidate chemical transitions.

cond-mat.stat-mech↗

arXiv2015

Rare Events, the Thermodynamic Action and the Continuous-Time Limit

We consider diffusion-like paths that are explored by a particle moving via a conservative force while being in thermal equilibrium with its surroundings. To probe rare transitions, we use the Onsager-Machlup (OM) functional as a path probability distribution function for double-ended paths that are constrained to start and stop at predesignated points after a fixed time. We explore the continuous-time limit where the OM functional has been commonly regularized by using the Ito-Girsanov change of measure. When used as a path measure, the Ito-Girsanov expression generates an ensemble of double-ended paths that are unphysical. We expose the underlying reasons why this continuous-time limit does not, and cannot, generate a thermodynamic ensemble of paths. Furthermore, we show that the concept of the Most Probable Path and the Thermodynamic action are incompatible with such measures for discrete or continuous time diffusion processes.

cond-mat.stat-mech↗

arXiv2014

Kullback-Leibler Approximation for Probability Measures on Infinite Dimensional Spaces

In a variety of applications it is important to extract information from a probability measure $μ$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time Markov processes. It may then be of interest to find a measure $ν$, from within a simple class of measures, which approximates $μ$. This problem is studied in the case where the Kullback-Leibler divergence is employed to measure the quality of the approximation. A calculus of variations viewpoint is adopted and the particular case where $ν$ is chosen from the set of Gaussian measures is studied in detail. Basic existence and uniqueness theorems are established, together with properties of minimising sequences. Furthermore, parameterisation of the class of Gaussians through the mean and inverse covariance is introduced, the need for regularisation is explained, and a regularised minimisation is studied in detail. The calculus of variations framework resulting from this work provides the appropriate underpinning for computational algorithms.

math.PR↗