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Tony Lelievre

Publications and source records attributed to Tony Lelievre.

At least 19 recordsLinked to original sources

Autoencoders for dimensionality reduction in molecular dynamics: collective variable dimension, biasing and transition states

The heat shock protein 90 (Hsp90) is a molecular chaperone that controls the folding and activation of client proteins using the free energy of ATP hydrolysis. The Hsp90 active site is in its N-terminal domain (NTD). Our goal is to characterize the dynamics of NTD using an autoencoder-learned collective variable (CV) in conjunction with adaptive biasing force (ABF) Langevin dynamics. Using dihedral analysis, we cluster all available experimental Hsp90 NTD structures into distinct native states. We then perform unbiased molecular dynamics (MD) simulations to construct a dataset that represents each state and use this dataset to train an autoencoder. Two autoencoder architectures are considered, with one and two hidden layers respectively, and bottlenecks of dimension $k$ ranging from 1 to 10. We demonstrate that the addition of an extra hidden layer does not significantly improve the performance, while it leads to complicated CVs that increases the computational cost of biased MD calculations. In addition, a 2D bottleneck can provide enough information of the different states, while the optimal bottleneck dimension is five. For the 2D bottleneck, the two-dimensional CV is directly used in biased MD simulations. For the 5D bottleneck, we perform an analysis of the latent CV space and identify the pair of CV coordinates that best separates the states of Hsp90. Interestingly, selecting a 2D CV out of the 5D CV space leads to better results than directly learning a 2D CV, and allows to observe transitions between native states when running free energy biased dynamics.

physics.comp-ph

Combining machine-learned and empirical force fields with the parareal algorithm: application to the diffusion of atomistic defects

We numerically investigate an adaptive version of the parareal algorithm in the context of molecular dynamics. This adaptive variant has been originally introduced in [F. Legoll, T. Lelievre and U. Sharma, SISC 2022]. We focus here on test cases of physical interest where the dynamics of the system is modelled by the Langevin equation and is simulated using the molecular dynamics software LAMMPS. In this work, the parareal algorithm uses a family of machine-learning spectral neighbor analysis potentials (SNAP) as fine, reference, potentials and embedded-atom method potentials (EAM) as coarse potentials. We consider a self-interstitial atom in a tungsten lattice and compute the average residence time of the system in metastable states. Our numerical results demonstrate significant computational gains using the adaptive parareal algorithm in comparison to a sequential integration of the Langevin dynamics. We also identify a large regime of numerical parameters for which statistical accuracy is reached without being a consequence of trajectorial accuracy.

math.NA

Central Limit Theorem for stationary Fleming--Viot particle systems in finite spaces

We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its empirical measure converges to the quasistationary distribution of the Markov chain. We complement this Law of Large Numbers with a Central Limit Theorem. Our proof essentially relies on elementary computations on the infinitesimal generator of the Fleming--Viot particle system, and involves the so-called $π$-return process in the expression of the asymptotic variance. Our work can be seen as an infinite-time version, in the setting of finite space Markov chains, of results by Del Moral and Miclo [ESAIM: Probab. Statist., 2003] and C{é}rou, Delyon, Guyader and Rousset [arXiv:1611.00515, arXiv:1709.06771].

math.PR

Variance Reduction Result for a Projected Adaptive Biasing Force Method

This paper is committed to investigate an extension of the classical adaptive biasing force method, which is used to compute the free energy related to the Boltzmann-Gibbs measure and a reaction coordinate function. The issue of this technique is that the approximated gradient of the free energy, called biasing force, is not a gradient. The commitment to this field is to project the estimated biasing force on a gradient using the Helmholtz decomposition. The variance of the biasing force is reduced using this technique, which makes the algorithm more efficient than the standard ABF method. We prove exponential convergence to equilibrium of the estimated free energy, with a precise rate of convergence in function of Logarithmic Sobolev inequality constants.

math.PR

Pathwise estimates for an effective dynamics

Starting from the overdamped Langevin dynamics in $\mathbb{R}^n$, $$ dX_t = -\nabla V(X_t) dt + \sqrt{2 β^{-1}} dW_t, $$ we consider a scalar Markov process $ξ_t$ which approximates the dynamics of the first component $X^1_t$. In the previous work [F. Legoll, T. Lelievre, Nonlinearity 2010], the fact that $(ξ_t)_{t \ge 0}$ is a good approximation of $(X^1_t)_{t \ge 0}$ is proven in terms of time marginals, under assumptions quantifying the timescale separation between the first component and the other components of $X_t$. Here, we prove an upper bound on the trajectorial error $\mathbb{E} \left( \sup_{0 \leq t \leq T} \left| X^1_t - ξ_t \right| \right)$, for any $T > 0$, under a similar set of assumptions. We also show that the technique of proof can be used to obtain quantitative averaging results.

math.PR

Coupling a reactive potential with a harmonic approximation for atomistic simulations of material failure

Molecular dynamics (MD) simulations involving reactive potentials can be used to model material failure. The empirical potentials which are used in such simulations are able to adapt to the atomic environment, at the expense of a significantly higher computational cost than non-reactive potentials. However, during a simulation of failure, the reactive ability is needed only in some limited parts of the system, where bonds break or form and the atomic environment changes. Therefore, simpler non-reactive potentials can be used in the remainder of the system, provided that such potentials reproduce correctly the behavior of the reactive potentials in this region, and that seamless coupling is ensured at the interface between the reactive and non-reactive regions. In this article, we propose a methodology to combine a reactive potential with a non-reactive approximation thereof, made of a set of harmonic pair and angle interactions and whose parameters are adjusted to predict the same energy, geometry and Hessian in the ground state of the potential. We present a methodology to construct the non-reactive approximation of the reactive potential, and a way to couple these two potentials. We also propose a criterion for on-the-fly substitution of the reactive potential by its non-reactive approximation during a simulation. We illustrate the correctness of this hybrid technique for the case of MD simulation of failure in two-dimensional graphene originally modeled with REBO potential.

cond-mat.mtrl-sci

Analysis of Adaptive Multilevel Splitting algorithms in an idealized case

The Adaptive Multilevel Splitting algorithm is a very powerful and versatile method to estimate rare events probabilities. It is an iterative procedure on an interacting particle system, where at each step, the $k$ less well-adapted particles among $n$ are killed while $k$ new better adapted particles are resampled according to a conditional law. We analyze the algorithm in the idealized setting of an exact resampling and prove that the estimator of the rare event probability is unbiased whatever $k$. We also obtain a precise asymptotic expansion for the variance of the estimator and the cost of the algorithm in the large $n$ limit, for a fixed $k$.

math.PR

A non linear approximation method for solving high dimensional partial differential equations: Application in Finance

We study an algorithm which has been proposed by Chinesta et al. to solve high-dimensional partial differential equations. The idea is to represent the solution as a sum of tensor products and to compute iteratively the terms of this sum. This algorithm is related to the so-called greedy algorithm introduced by Temlyakov. In this paper, we investigate the application of the greedy algorithm in finance and more precisely to the option pricing problem. We approximate the solution to the Black-Scholes equation and we propose a variance reduction method. In numerical experiments, we obtain results for up to 10 underlyings. Besides, the proposed variance reduction method permits an important reduction of the variance in comparison with a classical Monte Carlo method.

math.AP

A micro-macro parareal algorithm: application to singularly perturbed ordinary differential equations

We introduce a micro-macro parareal algorithm for the time-parallel integration of multiscale-in-time systems. The algorithm first computes a cheap, but inaccurate, solution using a coarse propagator (simulating an approximate slow macroscopic model), which is iteratively corrected using a fine-scale propagator (accurately simulating the full microscopic dynamics). This correction is done in parallel over many subintervals, thereby reducing the wall-clock time needed to obtain the solution, compared to the integration of the full microscopic model. We provide a numerical analysis of the algorithm for a prototypical example of a micro-macro model, namely singularly perturbed ordinary differential equations. We show that the computed solution converges to the full microscopic solution (when the parareal iterations proceed) only if special care is taken during the coupling of the microscopic and macroscopic levels of description. The convergence rate depends on the modeling error of the approximate macroscopic model. We illustrate these results with numerical experiments.

math.NA

Greedy algorithms for high-dimensional non-symmetric linear problems

In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor product functions, each term of which is iteratively computed via a greedy algorithm. There exists a good theoretical framework for these methods in the case of (linear and nonlinear) symmetric elliptic problems. However, the convergence results are not valid any more as soon as the problems considered are not symmetric. We present here a review of the main algorithms proposed in the literature to circumvent this difficulty, together with some new approaches. The theoretical convergence results and the practical implementation of these algorithms are discussed. Their behaviors are illustrated through some numerical examples.

math.FA

Free Energy Methods for Bayesian Inference: Efficient Exploration of Univariate Gaussian Mixture Posteriors

Because of their multimodality, mixture posterior distributions are difficult to sample with standard Markov chain Monte Carlo (MCMC) methods. We propose a strategy to enhance the sampling of MCMC in this context, using a biasing procedure which originates from computational Statistical Physics. The principle is first to choose a "reaction coordinate", that is, a "direction" in which the target distribution is multimodal. In a second step, the marginal log-density of the reaction coordinate with respect to the posterior distribution is estimated; minus this quantity is called "free energy" in the computational Statistical Physics literature. To this end, we use adaptive biasing Markov chain algorithms which adapt their targeted invariant distribution on the fly, in order to overcome sampling barriers along the chosen reaction coordinate. Finally, we perform an importance sampling step in order to remove the bias and recover the true posterior. The efficiency factor of the importance sampling step can easily be estimated \emph{a priori} once the bias is known, and appears to be rather large for the test cases we considered. A crucial point is the choice of the reaction coordinate. One standard choice (used for example in the classical Wang-Landau algorithm) is minus the log-posterior density. We discuss other choices. We show in particular that the hyper-parameter that determines the order of magnitude of the variance of each component is both a convenient and an efficient reaction coordinate. We also show how to adapt the method to compute the evidence (marginal likelihood) of a mixture model. We illustrate our approach by analyzing two real data sets.

stat.CO

Langevin dynamics with constraints and computation of free energy differences

In this paper, we consider Langevin processes with mechanical constraints. The latter are a fundamental tool in molecular dynamics simulation for sampling purposes and for the computation of free energy differences. The results of this paper can be divided into three parts. (i) We propose a simple discretization of the constrained Langevin process based on a standard splitting strategy. We show how to correct the scheme so that it samples {\em exactly} the canonical measure restricted on a submanifold, using a Metropolis rule in the spirit of the Generalized Hybrid Monte Carlo (GHMC) algorithm. Moreover, we obtain, in some limiting regime, a consistent discretization of the overdamped Langevin (Brownian) dynamics on a submanifold, also sampling exactly the correct canonical measure with constraints. The corresponding numerical methods can be used to sample (without any bias) a probability measure supported by a submanifold. (ii) For free energy computation using thermodynamic integration, we rigorously prove that the longtime average of the Lagrange multipliers of the constrained Langevin dynamics yields the gradient of a rigid version of the free energy associated with the constraints. A second order time discretization using the Lagrange multipliers is proposed. (iii) The Jarzynski-Crooks fluctuation relation is proved for Langevin processes with mechanical constraints evolving in time. An original numerical discretization without time-step error is proposed. Numerical illustrations are provided for (ii) and (iii).

cond-mat.stat-mech

Convergence of a greedy algorithm for high-dimensional convex nonlinear problems

In this article, we present a greedy algorithm based on a tensor product decomposition, whose aim is to compute the global minimum of a strongly convex energy functional. We prove the convergence of our method provided that the gradient of the energy is Lipschitz on bounded sets. The main interest of this method is that it can be used for high-dimensional nonlinear convex problems. We illustrate this method on a prototypical example for uncertainty propagation on the obstacle problem.

math.FA

Some remarks on free energy and coarse-graining

We present recent results on coarse-graining techniques for thermodynamic quantities (canonical averages) and dynamical quantities (averages of path functionals over solutions of overdamped Langevin equations). The question is how to obtain reduced models to compute such quantities, in the specific case when the functional to be averaged only depends on a few degrees of freedom. We mainly review, numerically illustrate and extend results from [3,18], concerning the computation of the stress-strain relation for one-dimensional chains of atoms, and the construction of an effective dynamics for a scalar coarse-grained variable when the complete system evolves according to the overdamped Langevin equation.

math.PR

A numerical closure approach for kinetic models of polymeric fluids: exploring closure relations for FENE dumbbells

We propose a numerical procedure to study closure approximations for FENE dumbbells in terms of chosen macroscopic state variables, enabling to test straightforwardly which macroscopic state variables should be included to build good closures. The method involves the reconstruction of a polymer distribution related to the conditional equilibrium of a microscopic Monte Carlo simulation, conditioned upon the desired macroscopic state. We describe the procedure in detail, give numerical results for several strategies to define the set of macroscopic state variables, and show that the resulting closures are related to those obtained by a so-called quasi-equilibrium approximation \cite{Ilg:2002p10825}.

math-ph

Long-time convergence of an Adaptive Biasing Force method: the bi-channel case

We present convergence results for an adaptive algorithm to compute free energies, namely the adaptive biasing force (ABF) method. The free energy is the effective potential associated to a so-called reaction coordinate (RC). Computing free energy differences remains an important challenge in molecular dynamics due to the presence of meta-stable regions in the potential energy surface. The ABF method uses an on-the-fly estimate of the free energy to bias dynamics and overcome metastability. Using entropy arguments and logarithmic Sobolev inequalities, previous results have shown that the rate of convergence of the ABF method is limited by the metastable features of the canonical measures conditioned to being at fixed values of the RC. In this paper, we present an improvement on the existing results, in the presence of such metastabilities, which is a generic case encountered in practice. More precisely, we study the so-called bi-channel case, where two channels along the RC direction exist between an initial and final state, the channels being separated from each other by a region of very low probability. With hypotheses made on `channel-dependent' conditional measures, we show on a bi-channel model that we introduce, that the convergence of the ABF method is in fact not limited by metastabilities in directions orthogonal to the RC under two crucial assumptions: (i) exchange between the two channels is possible for some values of the RC and (ii) the free energy is a good bias in each channel.

math.AP

Free energy calculations: An efficient adaptive biasing potential method

We develop an efficient sampling and free energy calculation technique within the adaptive biasing potential (ABP) framework. By mollifying the density of states we obtain an approximate free energy and an adaptive bias potential that is computed directly from the population along the coordinates of the free energy. Because of the mollifier, the bias potential is "nonlocal" and its gradient admits a simple analytic expression. A single observation of the reaction coordinate can thus be used to update the approximate free energy at every point within a neighborhood of the observation. This greatly reduces the equilibration time of the adaptive bias potential. This approximation introduces two parameters: strength of mollification and the zero of energy of the bias potential. While we observe that the approximate free energy is a very good estimate of the actual free energy for a large range of mollification strength, we demonstrate that the errors associated with the mollification may be removed via deconvolution. The zero of energy of the bias potential, which is easy to choose, influences the speed of convergence but not the limiting accuracy. This method is simple to apply to free energy or mean force computation in multiple dimensions and does not involve second derivatives of the reaction coordinates, matrix manipulations nor on-the-fly adaptation of parameters. For the alanine dipeptide test case, the new method is found to gain as much as a factor of ten in efficiency as compared to two common adaptive biasing force formulations and it is shown to be as efficient as well-tempered metadynamics with the post-process deconvolution giving a clear advantage to the mollified density of states method.

cond-mat.stat-mech