Accurate estimates of dynamical statistics using memory.

Many chemical reactions and molecular processes occur on time scales that are significantly longer than those accessible by direct simulations. One successful approach to estimating dynamical statistics for such processes is to use many short time series of observations of the system to construct a Markov state model, which approximates the dynamics of the system as memoryless transitions between a set of discrete states. The dynamical Galerkin approximation (DGA) is a closely related framework for estimating dynamical statistics, such as committors and mean first passage times, by approximating solutions to their equations with a projection onto a basis. Because the projected dynamics are generally not memoryless, the Markov approximation can result in significant systematic errors. Inspired by quasi-Markov state models, which employ the generalized master equation to encode memory resulting from the projection, we reformulate DGA to account for memory and analyze its performance on two systems: a two-dimensional triple well and the AIB9 peptide. We demonstrate that our method is robust to the choice of basis and can decrease the time series length required to obtain accurate kinetics by an order of magnitude.

Inexact iterative numerical linear algebra for neural network-based spectral estimation and rare-event prediction.

Understanding dynamics in complex systems is challenging because there are many degrees of freedom, and those that are most important for describing events of interest are often not obvious. The leading eigenfunctions of the transition operator are useful for visualization, and they can provide an efficient basis for computing statistics, such as the likelihood and average time of events (predictions). Here, we develop inexact iterative linear algebra methods for computing these eigenfunctions (spectral estimation) and making predictions from a dataset of short trajectories sampled at finite intervals. We demonstrate the methods on a low-dimensional model that facilitates visualization and a high-dimensional model of a biomolecular system. Implications for the prediction problem in reinforcement learning are discussed.

Predicting rare events using neural networks and short-trajectory data.

Estimating the likelihood, timing, and nature of events is a major goal of modeling stochastic dynamical systems. When the event is rare in comparison with the timescales of simulation and/or measurement needed to resolve the elemental dynamics, accurate prediction from direct observations becomes challenging. In such cases a more effective approach is to cast statistics of interest as solutions to Feynman-Kac equations (partial differential equations). Here, we develop an approach to solve Feynman-Kac equations by training neural networks on short-trajectory data. Our approach is based on a Markov approximation but otherwise avoids assumptions about the underlying model and dynamics. This makes it applicable to treating complex computational models and observational data. We illustrate the advantages of our method using a low-dimensional model that facilitates visualization, and this analysis motivates an adaptive sampling strategy that allows on-the-fly identification of and addition of data to regions important for predicting the statistics of interest. Finally, we demonstrate that we can compute accurate statistics for a 75-dimensional model of sudden stratospheric warming. This system provides a stringent test bed for our method.

Full Configuration Interaction Excited-State Energies in Large Active Spaces from Subspace Iteration with Repeated Random Sparsification.

We present a stable and systematically improvable quantum Monte Carlo (QMC) approach to calculating excited-state energies, which we implement using our fast randomized iteration method for the full configuration interaction problem (FCI-FRI). Unlike previous excited-state quantum Monte Carlo methods, our approach, which is based on an asymmetric variant of subspace iteration, avoids the use of dot products of random vectors and instead relies upon trial vectors to maintain orthogonality and estimate eigenvalues. By leveraging recent advances, we apply our method to calculate ground- and excited-state energies of challenging molecular systems in large active spaces, including the carbon dimer with 8 electrons in 108 orbitals (8e,108o), an oxo-Mn(salen) transition metal complex (28e,28o), ozone (18e,87o), and butadiene (22e,82o). In the majority of these test cases, our approach yields total excited-state energies that agree with those from state-of-the-art methods─including heat-bath CI, the density matrix renormalization group approach, and FCIQMC─to within sub-milliHartree accuracy. In all cases, estimated excitation energies agree to within about 0.1 eV.

Augmented transition path theory for sequences of events.

Transition path theory provides a statistical description of the dynamics of a reaction in terms of local spatial quantities. In its original formulation, it is limited to reactions that consist of trajectories flowing from a reactant set A to a product set B. We extend the basic concepts and principles of transition path theory to reactions in which trajectories exhibit a specified sequence of events and illustrate the utility of this generalization on examples.

Computing transition path theory quantities with trajectory stratification.

Transition path theory computes statistics from ensembles of reactive trajectories. A common strategy for sampling reactive trajectories is to control the branching and pruning of trajectories so as to enhance the sampling of low probability segments. However, it can be challenging to apply transition path theory to data from such methods because determining whether configurations and trajectory segments are part of reactive trajectories requires looking backward and forward in time. Here, we show how this issue can be overcome efficiently by introducing simple data structures. We illustrate the approach in the context of nonequilibrium umbrella sampling, but the strategy is general and can be used to obtain transition path theory statistics from other methods that sample segments of unbiased trajectories.

Error Bounds for Dynamical Spectral Estimation.

Dynamical spectral estimation is a well-established numerical approach for estimating eigenvalues and eigenfunctions of the Markov transition operator from trajectory data. Although the approach has been widely applied in biomolecular simulations, its error properties remain poorly understood. Here we analyze the error of a dynamical spectral estimation method called "the variational approach to conformational dynamics" (VAC). We bound the approximation error and estimation error for VAC estimates. Our analysis establishes VAC's convergence properties and suggests new strategies for tuning VAC to improve accuracy.

Long-Time-Scale Predictions from Short-Trajectory Data: A Benchmark Analysis of the Trp-Cage Miniprotein.

Elucidating physical mechanisms with statistical confidence from molecular dynamics simulations can be challenging owing to the many degrees of freedom that contribute to collective motions. To address this issue, we recently introduced a dynamical Galerkin approximation (DGA) [Thiede, E. H. J. Chem. Phys., 150, 2019, 244111], in which chemical kinetic statistics that satisfy equations of dynamical operators are represented by a basis expansion. Here, we reformulate this approach, clarifying (and reducing) the dependence on the choice of lag time. We present a new projection of the reactive current onto collective variables and provide improved estimators for rates and committors. We also present simple procedures for constructing suitable smoothly varying basis functions from arbitrary molecular features. To evaluate estimators and basis sets numerically, we generate and carefully validate a data set of short trajectories for the unfolding and folding of the trp-cage miniprotein, a well-studied system. Our analysis demonstrates a comprehensive strategy for characterizing reaction pathways quantitatively.

Integrated Variational Approach to Conformational Dynamics: A Robust Strategy for Identifying Eigenfunctions of Dynamical Operators.

One approach to analyzing the dynamics of a physical system is to search for long-lived patterns in its motions. This approach has been particularly successful for molecular dynamics data, where slowly decorrelating patterns can indicate large-scale conformational changes. Detecting such patterns is the central objective of the variational approach to conformational dynamics (VAC), as well as the related methods of time-lagged independent component analysis and Markov state modeling. In VAC, the search for slowly decorrelating patterns is formalized as a variational problem solved by the eigenfunctions of the system's transition operator. VAC computes solutions to this variational problem by optimizing a linear or nonlinear model of the eigenfunctions using time series data. Here, we build on VAC's success by addressing two practical limitations. First, VAC can give poor eigenfunction estimates when the lag time parameter is chosen poorly. Second, VAC can overfit when using flexible parametrizations such as artificial neural networks with insufficient regularization. To address these issues, we propose an extension that we call integrated VAC (IVAC). IVAC integrates over multiple lag times before solving the variational problem, making its results more robust and reproducible than VAC's.

Improved Fast Randomized Iteration Approach to Full Configuration Interaction.

We present three modifications to our recently introduced fast randomized iteration method for full configuration interaction (FCI-FRI) and investigate their effects on the method's performance for Ne, H2O, and N2. The initiator approximation, originally developed for full configuration interaction quantum Monte Carlo, significantly reduces statistical error in FCI-FRI when few samples are used in compression operations, enabling its application to larger chemical systems. The semistochastic extension, which involves exactly preserving a fixed subset of elements in each compression, improves statistical efficiency in some cases but reduces it in others. We also developed a new approach to sampling excitations that yields consistent improvements in statistical efficiency and reductions in computational cost. We discuss possible strategies based on our findings for improving the performance of stochastic quantum chemistry methods more generally.

Insulin Dissociates by Diverse Mechanisms of Coupled Unfolding and Unbinding.

The protein hormone insulin exists in various oligomeric forms, and a key step in binding its cellular receptor is dissociation of the dimer. This dissociation process and its corresponding association process have come to serve as paradigms of coupled (un)folding and (un)binding more generally. Despite its fundamental and practical importance, the mechanism of insulin dimer dissociation remains poorly understood. Here, we use molecular dynamics simulations, leveraging recent developments in umbrella sampling, to characterize the energetic and structural features of dissociation in unprecedented detail. We find that the dissociation is inherently multipathway with limiting behaviors corresponding to conformational selection and induced fit, the two prototypical mechanisms of coupled folding and binding. Along one limiting path, the dissociation leads to detachment of the C-terminal segment of the insulin B chain from the protein core, a feature believed to be essential for receptor binding. We simulate IR spectroscopy experiments to aid in interpreting current experiments and identify sites where isotopic labeling can be most effective for distinguishing the contributions of the limiting mechanisms.

Stratification as a general variance reduction method for Markov chain Monte Carlo.

The Eigenvector Method for Umbrella Sampling (EMUS) [46] belongs to a popular class of methods in statistical mechanics which adapt the principle of stratified survey sampling to the computation of free energies. We develop a detailed theoretical analysis of EMUS. Based on this analysis, we show that EMUS is an efficient general method for computing averages over arbitrary target distributions. In particular, we show that EMUS can be dramatically more efficient than direct MCMC when the target distribution is multimodal or when the goal is to compute tail probabilities. To illustrate these theoretical results, we present a tutorial application of the method to a problem from Bayesian statistics.

Beyond Walkers in Stochastic Quantum Chemistry: Reducing Error Using Fast Randomized Iteration.

We introduce a family of methods for the full configuration interaction problem in quantum chemistry, based on the fast randomized iteration (FRI) framework [Lim, L.-H.; Weare, J. SIAM Rev. 2017, 59, 547; DOI: 10.1137/15M1040827 ]. These methods, which we term "FCI-FRI", stochastically impose sparsity during iterations of the power method and can be viewed as a generalization of full configuration interaction quantum Monte Carlo (FCIQMC) without walkers. In addition to the multinomial scheme commonly used to sample excitations in FCIQMC, we present a systematic scheme where excitations are not sampled independently. Performing ground-state calculations on five small molecules at fixed cost, we find that the systematic FCI-FRI scheme is 11-45 times more statistically efficient than the multinomial FCI-FRI scheme, which is in turn 1.4-178 times more statistically efficient than the original FCIQMC algorithm.

Galerkin approximation of dynamical quantities using trajectory data.

Understanding chemical mechanisms requires estimating dynamical statistics such as expected hitting times, reaction rates, and committors. Here, we present a general framework for calculating these dynamical quantities by approximating boundary value problems using dynamical operators with a Galerkin expansion. A specific choice of basis set in the expansion corresponds to the estimation of dynamical quantities using a Markov state model. More generally, the boundary conditions impose restrictions on the choice of basis sets. We demonstrate how an alternative basis can be constructed using ideas from diffusion maps. In our numerical experiments, this basis gives results of comparable or better accuracy to Markov state models. Additionally, we show that delay embedding can reduce the information lost when projecting the system's dynamics for model construction; this improves estimates of dynamical statistics considerably over the standard practice of increasing the lag time.

Practical rare event sampling for extreme mesoscale weather.

Extreme mesoscale weather, including tropical cyclones, squall lines, and floods, can be enormously damaging and yet challenging to simulate; hence, there is a pressing need for more efficient simulation strategies. Here, we present a new rare event sampling algorithm called quantile diffusion Monte Carlo (quantile DMC). Quantile DMC is a simple-to-use algorithm that can sample extreme tail behavior for a wide class of processes. We demonstrate the advantages of quantile DMC compared to other sampling methods and discuss practical aspects of implementing quantile DMC. To test the feasibility of quantile DMC for extreme mesoscale weather, we sample extremely intense realizations of two historical tropical cyclones, 2010 Hurricane Earl and 2015 Hurricane Joaquin. Our results demonstrate quantile DMC's potential to provide low-variance extreme weather statistics while highlighting the work that is necessary for quantile DMC to attain greater efficiency in future applications.

Trajectory stratification of stochastic dynamics.

We present a general mathematical framework for trajectory stratification for simulating rare events. Trajectory stratification involves decomposing trajectories of the underlying process into fragments limited to restricted regions of state space (strata), computing averages over the distributions of the trajectory fragments within the strata with minimal communication between them, and combining those averages with appropriate weights to yield averages with respect to the original underlying process. Our framework reveals the full generality and flexibility of trajectory stratification, and it illuminates a common mathematical structure shared by existing algorithms for sampling rare events. We demonstrate the power of the framework by defining strata in terms of both points in time and path-dependent variables for efficiently estimating averages that were not previously tractable.

Eigenvector method for umbrella sampling enables error analysis.

Umbrella sampling efficiently yields equilibrium averages that depend on exploring rare states of a model by biasing simulations to windows of coordinate values and then combining the resulting data with physical weighting. Here, we introduce a mathematical framework that casts the step of combining the data as an eigenproblem. The advantage to this approach is that it facilitates error analysis. We discuss how the error scales with the number of windows. Then, we derive a central limit theorem for averages that are obtained from umbrella sampling. The central limit theorem suggests an estimator of the error contributions from individual windows, and we develop a simple and computationally inexpensive procedure for implementing it. We demonstrate this estimator for simulations of the alanine dipeptide and show that it emphasizes low free energy pathways between stable states in comparison to existing approaches for assessing error contributions. Our work suggests the possibility of using the estimator and, more generally, the eigenvector method for umbrella sampling to guide adaptation of the simulation parameters to accelerate convergence.

Multiple Time-Step Dual-Hamiltonian Hybrid Molecular Dynamics - Monte Carlo Canonical Propagation Algorithm.

A multiple time-step integrator based on a dual Hamiltonian and a hybrid method combining molecular dynamics (MD) and Monte Carlo (MC) is proposed to sample systems in the canonical ensemble. The Dual Hamiltonian Multiple Time-Step (DHMTS) algorithm is based on two similar Hamiltonians: a computationally expensive one that serves as a reference and a computationally inexpensive one to which the workload is shifted. The central assumption is that the difference between the two Hamiltonians is slowly varying. Earlier work has shown that such dual Hamiltonian multiple time-step schemes effectively precondition nonlinear differential equations for dynamics by reformulating them into a recursive root finding problem that can be solved by propagating a correction term through an internal loop, analogous to RESPA. Of special interest in the present context, a hybrid MD-MC version of the DHMTS algorithm is introduced to enforce detailed balance via a Metropolis acceptance criterion and ensure consistency with the Boltzmann distribution. The Metropolis criterion suppresses the discretization errors normally associated with the propagation according to the computationally inexpensive Hamiltonian, treating the discretization error as an external work. Illustrative tests are carried out to demonstrate the effectiveness of the method.

SHARP ENTRYWISE PERTURBATION BOUNDS FOR MARKOV CHAINS.

For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem in computational statistical physics. We have derived perturbation bounds on the relative error of the invariant distribution that reveal these variations in sensitivity. Our bounds are sharp, we do not impose any structural assumptions on the transition matrix or on the perturbation, and computing the bounds has the same complexity as computing the invariant distribution or computing other bounds in the literature. Moreover, our bounds have a simple interpretation in terms of hitting times, which can be used to draw intuitive but rigorous conclusions about the sensitivity of a chain to various types of perturbations.

Finding Chemical Reaction Paths with a Multilevel Preconditioning Protocol.

Finding transition paths for chemical reactions can be computationally costly owing to the level of quantum-chemical theory needed for accuracy. Here, we show that a multilevel preconditioning scheme that was recently introduced (Tempkin et al. J. Chem. Phys.2014, 140, 184114) can be used to accelerate quantum-chemical string calculations. We demonstrate the method by finding minimum-energy paths for two well-characterized reactions: tautomerization of malonaldehyde and Claissen rearrangement of chorismate to prephanate. For these reactions, we show that preconditioning density functional theory (DFT) with a semiempirical method reduces the computational cost for reaching a converged path that is an optimum under DFT by several fold. The approach also shows promise for free energy calculations when thermal noise can be controlled.