Featurizing Koopman mode decomposition for robust forecasting.

This article introduces an advanced Koopman mode decomposition (KMD) technique-coined Featurized Koopman Mode Decomposition (FKMD)-that uses delay embedding and a learned Mahalanobis distance to enhance analysis and prediction of high-dimensional dynamical systems. The delay embedding expands the observation space to better capture underlying manifold structures, while the Mahalanobis distance adjusts observations based on the system's dynamics. This aids in featurizing KMD in cases where good features are not a priori known. We show that FKMD improves predictions for a high-dimensional linear oscillator, a high-dimensional Lorenz attractor that is partially observed, and a cell signaling problem from cancer research.

The fast committor machine: Interpretable prediction with kernels.

In the study of stochastic systems, the committor function describes the probability that a system starting from an initial configuration x will reach a set B before a set A. This paper introduces an efficient and interpretable algorithm for approximating the committor, called the "fast committor machine" (FCM). The FCM uses simulated trajectory data to build a kernel-based model of the committor. The kernel function is constructed to emphasize low-dimensional subspaces that optimally describe the A to B transitions. The coefficients in the kernel model are determined using randomized linear algebra, leading to a runtime that scales linearly with the number of data points. In numerical experiments involving a triple-well potential and alanine dipeptide, the FCM yields higher accuracy and trains more quickly than a neural network with the same number of parameters. The FCM is also more interpretable than the neural net.

OPTIMIZING WEIGHTED ENSEMBLE SAMPLING OF STEADY STATES.

We propose parameter optimization techniques for weighted ensemble sampling of Markov chains in the steady-state regime. Weighted ensemble consists of replicas of a Markov chain, each carrying a weight, that are periodically resampled according to their weights inside of each of a number of bins that partition state space. We derive, from first principles, strategies for optimizing the choices of weighted ensemble parameters, in particular the choice of bins and the number of replicas to maintain in each bin. In a simple numerical example, we compare our new strategies with more traditional ones and with direct Monte Carlo.

Transient probability currents provide upper and lower bounds on non-equilibrium steady-state currents in the Smoluchowski picture.

Probability currents are fundamental in characterizing the kinetics of nonequilibrium processes. Notably, the steady-state current Jss for a source-sink system can provide the exact mean-first-passage time (MFPT) for the transition from the source to sink. Because transient nonequilibrium behavior is quantified in some modern path sampling approaches, such as the "weighted ensemble" strategy, there is strong motivation to determine bounds on Jss-and hence on the MFPT-as the system evolves in time. Here, we show that Jss is bounded from above and below by the maximum and minimum, respectively, of the current as a function of the spatial coordinate at any time t for one-dimensional systems undergoing overdamped Langevin (i.e., Smoluchowski) dynamics and for higher-dimensional Smoluchowski systems satisfying certain assumptions when projected onto a single dimension. These bounds become tighter with time, making them of potential practical utility in a scheme for estimating Jss and the long time scale kinetics of complex systems. Conceptually, the bounds result from the fact that extrema of the transient currents relax toward the steady-state current.

A MATHEMATICAL FRAMEWORK FOR EXACT MILESTONING.

We give a mathematical framework for Exact Milestoning, a recently introduced algorithm for mapping a continuous time stochastic process into a Markov chain or semi-Markov process that can be efficiently simulated and analyzed. We generalize the setting of Exact Milestoning and give explicit error bounds for the error in the Milestoning equation for mean first passage times.

ADAPTIVE MULTILEVEL SPLITTING IN MOLECULAR DYNAMICS SIMULATIONS.

Adaptive Multilevel Splitting (AMS) is a replica-based rare event sampling method that has been used successfully in high-dimensional stochastic simulations to identify trajectories across a high potential barrier separating one metastable state from another, and to estimate the probability of observing such a trajectory. An attractive feature of AMS is that, in the limit of a large number of replicas, it remains valid regardless of the choice of reaction coordinate used to characterize the trajectories. Previous studies have shown AMS to be accurate in Monte Carlo simulations. In this study, we extend the application of AMS to molecular dynamics simulations and demonstrate its effectiveness using a simple test system. Our conclusion paves the way for useful applications, such as molecular dynamics calculations of the characteristic time of drug dissociation from a protein target.