Presentation to MatMat team, EPFL (Lausanne)
CERMICS lab, École des Ponts ParisTech, MATHERIALS team, Inria Paris. Funding from ERC EMC2 and ANR SINEQ.
2025-04-22
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%%% geometry % Distance of critical point #1 to the boundary (epsiloni()) % Relatively large radius around critical point #1 % Limit of epsiloi() as %local neighborhoods of the boundary %% hessian % orthogonal transfer matrix to an eigenbasis #2 = optional % k-th eigenvector of the hessian at z_i (i,k) = (#1,#2) % k-th eigenvalue of the hessian at z_i (i,k) = (#1,#2) %% harmonic oscillators % local oscillators K. #1: index of associated critical point. #2 optional shift (#2 = -) % eigenmode for K. #1: index of associated critical point. #2 index of the mode. #3 optional shift (#3 = -) % eigenmode for H_^{(i)}. #1: index (i) of associated critical point. #2 index of the mode. #3 optional shift (#3 = -) % quasimode for H_ % scaled cutoff function % k-th eigenvalue of the local oscillator K^{(i)}__i (#1: optional shift, #2:% k-th eigenvalue of tensor product of the K^{(i)}. (#1: k, #2: vector of boundary conditions).
% for proof of harmonic approximation
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Molecular Dynamics (MD) probes the behavior of molecular systems at the scale of classical motion of atoms.
Five picoseconds of Foldit1 (PDB ID 6MRR) simulated with Molly.jl
, thanks to Joe Greener.
Picture by Danny Perez (LANL)
Decorrelation step: when the dynamics \(X_t\) enters a metastable state \(\Omega\) at time \(t=0\), evolve during \(T_{\mathrm{corr}}(\Omega)\).
Dephasing step: spawn \(N_{\mathrm{proc}}\) independent replicas, and evolve for \(T_{\mathrm{corr}}(\Omega)\), in parallel.
Rejection/conditioning step: discard replicas which exited the state in the dephasing step.
Parallel sampling step: let \(X^1_{T_{\mathrm{par}}}\) be the state of the first replica to exit \(\Omega\), after an additional time \(T_{\mathrm{par}}\).
Log-speedup in wall-clock time between ParRep and sequential MD
Molecular dynamics given by solutions to a stochastic differential equation: \[ \mathrm{d}X_t = -a(X_t)\nabla V(X_t)\,\mathrm{d}t + \frac1\beta\mathrm{div}\,a(X_t)\,\mathrm{d}t + \sqrt{\frac{2}{\beta}}a(X_t)^{1/2}\,\mathrm{d}W_t, \]
\(V:{\mathbb{{R}}}^d\to {\mathbb{{R}}}\) potential energy function, \(a:{\mathbb{{R}}}^{d\times d}\) s.p.d. diffusion coefficient, \(W\) standard Brownian motion in \({\mathbb{{R}}}^d\).
Ergodic and reversible with respect to the standard Gibbs measure at temperature \((k\beta)^{-1}\) \[ \pi(\mathrm{d}x) = \mathrm{e}^{-\beta V(x)}\,\mathrm{d}x/Z_\beta. \]
Continuous-time preconditionned Langevin Monte-Carlo / diffusion on a Riemannian manifold \(\mathcal M=({\mathbb{{R}}}^d,g)\) \[ \mathrm{d}X_t = -\nabla_g \left(V(X_t)+\frac1\beta\log\,\det\, g(X_t)\right)+\sqrt{\frac{2}{\beta}}\,\mathrm{d}W_t^g \] where \(g=a^{-1}\) and \(W^g\) is a Brownian motion on \(\mathcal M\).
Evolution semigroup generator is symmetric on \(L^2({\mathbb{{R}}}^d,\pi)\): \[ \mathcal{L}_\beta \varphi = \frac1\beta\mathrm{e}^{\beta V}\mathrm{div}\,\left(\mathrm{e}^{-\beta V}a\nabla\varphi\right). \]
We assume everywhere that \(V,a\in\mathcal W^{2,\infty}_{\mathrm{loc}}\), and \(a\) is locally elliptic: \(a^{-1}\in L^\infty_{\mathrm{loc}}\).
Denote \(\mu_t = \mathrm{Law}\left(X_t \middle| t<T_{\mathrm{exit}}(\Omega)\right)\) the law of the process conditioned on remaining trapped.
Theorem (Le Bris et al. (2012))
\[ \mu_0=\nu_\Omega \implies T_{\mathrm{exit}}(\Omega)\sim \mathcal E(\color{blue}{\lambda_{1,\Omega}}),\qquad T_{\mathrm{exit}}(\Omega) \perp\!\!\!\!\perp X_{T_{\mathrm{exit}(\Omega)}}. \]
This result justifies the use of the Parallel Replica algorithm.
The exit rate is given by the principal Dirichlet eigenvalue \(\lambda_{1,\Omega} = 1/\mathbb E_{\nu_\Omega}[T_{\mathrm{exit}}(\Omega)]\).
Theorem (Le Bris et al. (2012))
Convergence to the QSD and bias on the exit event are exponentially decaying. There exist \(C_1,C_2>0\) depending on \(\mu_0\) such that \[ \left\|\mu_t-\nu_\Omega\right\|_{\mathrm{TV}} \leqslant C_1 \mathrm{e}^{-(\color{red}{\lambda_{2,\Omega}-\lambda_{1,\Omega}})t}, \] \[ \left\|\mathrm{Law}_{\mu_t}(T_{\mathrm{exit}(\Omega)}-t,X_{T_{\mathrm{exit}}(\Omega)}) - \mathrm{Law}_{\nu_\Omega}(T_{\mathrm{exit}(\Omega)},X_{T_{\mathrm{exit}}(\Omega)})\right\|_{\mathrm{TV}}, \leqslant C_2 \mathrm{e}^{-(\color{red}{\lambda_{2,\Omega}-\lambda_{1,\Omega}})t}. \]
The decorrelation rate is given by the spectral gap of the Dirichlet generator \(\lambda_{2,\Omega}-\lambda_{1,\Omega}\).
Set \(T_{\mathrm{corr}}(\Omega) = -\log\,\varepsilon_{\mathrm{corr}}/(\lambda_{2,\Omega}-\lambda_{1,\Omega})\) in ParRep, for some fixed tolerance parameter \(0<\varepsilon_{\mathrm{corr}}<1\).
In practice, raises the need for quantitative or statistical estimates of \(\lambda_{2,\Omega}-\lambda_{1,\Omega}\) (and also \(C_1,C_2\)).
A domain \(\Omega\) and its perturbation \(\Omega_\theta\).
Assume \(\Omega\subset{\mathbb{{R}}}^d\) is a bounded \(\mathcal C^{1,1}\) (or convex Lipschitz) domain and \(\lambda_{k,\Omega}\) has multiplicity \(m_k\geqslant 1\): \[ \lambda_{k-1,\Omega}<\lambda_{k,\Omega}=\cdots=\lambda_{k+m_k-1,\Omega}<\lambda_{k+m_k,\Omega}. \]
Theorem (Blassel, Lelièvre, and Stoltz (2025), in preparation)
If \(m_k=1\), \(\lambda_k\) is \(\mathcal C^1(\mathcal W^{1,\infty})\) in a neighborhood of \(\theta=0\), with Fréchet derivative \[ D\lambda_k \theta = -\frac1\beta \int_{\partial\Omega}\left(\frac{\partial u_{k,\Omega}}{\partial\mathrm{n}}\right)^2\mathrm{n}^\top a\mathrm{n}\theta^\top\mathrm{n}\mathrm{e}^{-\beta V}. \]
If \(m_k>1\), \(\lambda_k\) is only Gateaux semi-differentiable: \(t\mapsto\lambda_{k,\Omega_{t\theta}}\) is right-differentiable at \(t=0\). Its derivative is the bottom eigenvalue of the matrix \[ M^{\Omega,k}_{ij}(\theta) = -\frac1\beta\int_{\partial\Omega}\frac{\partial u_{k+i-1,\Omega}}{\partial\mathrm{n}}\frac{\partial u_{k+j-1,\Omega}}{\partial\mathrm{n}}\mathrm{n}^\top a\mathrm{n}\theta^\top\mathrm{n}\mathrm{e}^{-\beta V},\qquad\forall\, 1\leqslant i,j\leqslant m_k. \]
Idea of proof
Transport eigenproblem on \(\Omega_{\theta} = \Phi_\theta\Omega\) back to \(\Omega\) via inverse homeomorphism \(\Phi_\theta^{-1} = (\mathrm{Id}+\theta)^{-1}\). One gets the eigenvalue problem on \(\Omega\): \[ -\frac1\beta \mathrm{div}\left(\left|\det \nabla \Phi_\theta\right|\mathrm{e}^{-\beta V\circ \Phi_\theta} \nabla \Phi_\theta^{-\top}a\circ \Phi_\theta \nabla \Phi_\theta^{-1}\nabla u_{k,\Omega_\theta}\circ\Phi_\theta\right) = \lambda_{k,\Omega_\theta}u_{k,\Omega}\circ\Phi_\theta. \] The results can then be obtained via perturbation theory (developed in Kato (2013)).
Perturbation of the eigenvalue \(\lambda_{k,\Omega}\) in the direction \(\theta\) (here \(m_k=3\))
Slopes of the right-tangents are the eigenvalues of \(M^{\Omega,k}(\theta)\) (with multiplicity).
Shape gradient of objective function
Assume \(\lambda_{1,\Omega},\lambda_{2,\Omega}\) are simple, write \(J(\Omega) = \lambda_{2,\Omega}/\lambda_{1,\Omega}\). From the chain rule, \(\theta\mapsto J(\Omega_\theta)\) is Fréchet-differentiable around \(\theta=0\), and \[ DJ(\Omega)\cdot\theta = \int_{\partial\Omega}\phi_J(\Omega)\theta^\top\mathrm{n} \] where \[ \phi_J(\Omega) = -\frac1\beta\left[\lambda_{1,\Omega}\left(\frac{\partial u_{2,\Omega}}{\partial\mathrm{n}}\right)^2-\frac{\lambda_{2,\Omega}}{\lambda_{1,\Omega}^2}\left(\frac{\partial u_{1,\Omega}}{\partial\mathrm{n}}\right)^2\right]\mathrm{n}^\top a\mathrm{n}\mathrm{e}^{-\beta V} \] defined on \(\partial\Omega\) is the shape-gadient of \(J\).
Any perturbation of steepest ascent \(\theta^*\) satisfies \[ \theta^*\in \underset{\|\theta\|_{L^2(\partial\Omega)}=1}{\mathrm{Argmax}} DJ(\Omega)\cdot\theta \implies \theta|_{\partial\Omega}\propto \phi_J(\Omega)\mathrm{n}. \]
Discretization with finite elements: \(\Omega\) is a simplicial mesh, \(u_{k,\Omega}\) is a Rayleigh-Ritz eigenvector for some finite-dimensional space \(V_h(\Omega)\subset L^2(\Omega)\).
Numerical issues:
Extension-regularization procedure
Given a regularization parameter \(\varepsilon_{\mathrm{reg}}>0\), find \(\theta\in H^1(\Omega)^d\) such that \[ \int_{\Omega}\left(\varepsilon^2_{\mathrm{reg}} \nabla\theta:\nabla\psi +\theta^\top\psi\right) = \int_{\partial\Omega}\phi_J(\Omega)\psi^\top\mathrm{n},\qquad\forall\,\psi\in H^1(\Omega)^d. \] such a \(\theta\) is a guaranteed ascent direction.
Formally, Euler-Lagrange equation for the energy functional \[ \mathcal{E}(\theta) = \frac{\varepsilon^2_{\mathrm{reg}}}{2}\int_{\Omega}|\nabla\theta|_{\mathrm{F}}^2 + \frac12\int_{\Omega}|\theta-\phi_J(\Omega)\mathrm{n}\boldsymbol{1}_{\partial\Omega}|^2. \]
Weak form of the regularizing vectorial Neumann problem \[ \left\{\begin{aligned} -\varepsilon^2_{\mathrm{reg}}\Delta \theta + \theta &= 0\text{ in $\Omega$},\\ \varepsilon^2_{\mathrm{reg}}\nabla\theta\mathrm{n}&= \phi_J(\Omega)\mathrm{n}\text{ on $\partial\Omega$}. \end{aligned}\right. \]
Write \(\theta = R_{\varepsilon_{\mathrm{reg}}}\phi_J(\Omega)\) for the (FEM) solution operator associated with this problem.
Objective function is non-smooth at \(\Omega\) if \(\lambda_{2,\Omega}\) has multiplicity \(m_2>1\) (say \(m_2=2\)).
Write \[ J(\Omega) = \lambda_{2,\Omega}/\lambda_{1,\Omega},\qquad \tilde K(\Omega) = \lambda_{3,\Omega}/\lambda_{1,\Omega} \] these two shape functionals “cross” at \(\Omega\).
Define the natural shape gradients \(\phi_{J}(\Omega)\), \(\phi_{K}(\Omega)\) as in the simple case.
Extended-regularized Clarke derivative
By computations for the Clarke generalized derivative of operator eigenvalues (Cox (1995)), direction of steepest ascent \(\theta^*\) is proportional to an element of \[ \partial J(\Omega) = \mathrm{conv}\left\{\phi_{J}(\Omega)\mathrm{n},\phi_{K}(\Omega)\mathrm{n}\right\}. \] Apply the extension-regularization operator \(\varepsilon_{\mathrm{reg}}\) from above to define \[ \partial_{\varepsilon_{\mathrm{reg}}} J(\Omega) := R_{\varepsilon_{\mathrm{reg}}} \partial J(\Omega) = \mathrm{conv}\left\{R_{\varepsilon_{\mathrm{reg}}}\phi_{J}(\Omega),R_{\varepsilon_{\mathrm{reg}}}\phi_{K}(\Omega)\right\}. \]
Choice of ascent direction
Solve the inner optimisation problem \[ \theta \in \mathrm{Argmax}\,\left\{\mu_1(\psi):\,\psi\in\partial_{\varepsilon_{\mathrm{reg}}} J(\Omega),\,\|\psi\|_{L^2(\partial\Omega)}=1\right\}, \] where \(\mu_1(\psi)\) is the Gateaux right-derivative of \(J\) in the direction \(\theta\).
In the end, evaluating this only involves computing the bottom eigenvalue of a \(m_2\times m_2\) matrix which depends linearly on \(\psi\).
Akin to gradient-sampling method.
For systems of interest, \(d\gg 1\). In MD, common to use a collective variable (CV) \(\xi:{\mathbb{{R}}}^d\to{\mathbb{{R}}}^m\) with \(m\ll d\) for interpretation and biasing.
It is natural to consider states defined in CV space: \(\Omega = \xi^{-1}(\Omega^\xi)\) for some \(\Omega^\xi\subset{\mathbb{{R}}}^m\)
Coarse-grained spectrum
Consider the test space \[ \mathcal V_\xi(\Omega^\xi) = \left\{\varphi\circ\xi,\,\varphi\in H_0^1(\Omega_\xi)\right\} \subset H_0^1(\xi^{-1}(\Omega_\xi)), \] introduce the Rayleigh-Ritz (or “coarse-grained”) eigenpairs: \[ Q_\xi(\varphi,\psi;\Omega_\xi)=Q(\varphi\circ\xi,\psi\circ\xi;\xi^{-1}(\Omega_\xi)),\qquad Q_\xi(u_{k,\Omega_\xi}^\xi,u_{\ell,\Omega_\xi}^\xi) = \lambda_{k,\Omega_\xi}^\xi\delta_{k\ell}, \] where \(Q\) is the Rayleigh quotient for \(-\mathcal{L}_\beta\) \[ Q(u,v;\Omega)=\frac1\beta\frac{\int_\Omega \nabla u^\top a \nabla v \mathrm{e}^{-\beta V}}{\int_\Omega uv\mathrm{e}^{-\beta V}}. \]
Proposition (Blassel, Lelièvre, and Stoltz (2025))
\[ \forall\,\varphi,\psi\in\mathcal V_\xi(\Omega^\xi),\qquad Q_\xi(\varphi,\psi;\Omega_\xi) = \frac1\beta\frac{\int_{\Omega_\xi}\nabla\varphi^\top a_\xi \nabla\psi \mathrm{e}^{-\beta F_\xi}}{\int_{\Omega_\xi}\varphi\psi\mathrm{e}^{-\beta F_\xi}}, \] where \(F_\xi,a_\xi\) are the free-energy and effective diffusion through \(\xi\): \[ F_\xi(z) = -\frac1\beta\log\,\int_{\xi^{-1}(z)}\mathrm{e}^{-\beta V}(\det [\nabla\xi^\top\nabla\xi])^{-1/2}\mathrm{d}\sigma,\qquad a_\xi(z) = \int_{\xi^{-1}(z)}\nabla\xi^\top a\nabla\xi \mathrm{d}\mu_z, \] where \(\mu_z\) is the conditional measure of \(\mu\) on the level-set \(\xi^{-1}(z)\).
Error estimate for all \(k\geqslant 1\): \[ \lambda_{k,\xi^{-1}(\Omega_\xi)} - \lambda^\xi_{k,\Omega^\xi} \leqslant\frac1\beta\int_{\xi^{-1}(\Omega)}\nabla\left(u_{k,\xi^{-1}(\Omega_\xi)}-u_{k,\Omega_\xi}^\xi\circ\xi\right)^\top a \nabla\left(u_{k,\xi^{-1}(\Omega_\xi)}-u_{k,\Omega_\xi}^\xi\circ\xi\right)\,\mathrm{e}^{-\beta V} \]
Consider alanine-dipeptide in solution \((d=1857)\).
CV \(\xi=(\phi,\psi)\) standard dihedral angles.
Associated free-energy (\(F_\xi\)) landscape at \(T=300K\).
Effective diffusion tensor (\(a_\xi\)).
As \(F_\xi,a_\xi\) are thermodynamic quantities, can be computed efficiently with enhanced sampling (no need for long trajectories). Here, umbrella sampling in Tinker-HP.
Shape-gradient ascent algorithm implemented in FreeFem++.
Convergence of the Galerkin objective.
Initial and optimized domains.
Goal: quantify the gain in timescale separation with respect to free-energy basin (standard state definition).
Simulate process conditioned on not exiting the state using a Fleming-Viot process (in a modded Tinker-HP) with \(N_{\mathrm{proc}}=50\) replicas.
\(\xi\)-marginal of the QSD for the free-energy basin around minimum 5.
\(\xi\)-marginal of the QSD for the optimized around minimum 5.
For various initial conditions, estimate the law of the process conditioned on not exiting the state by an empirical occupation measure for the Fleming-Viot: \[ \mu_t \approx \frac{1}{N_{\mathrm{proc}}} \sum_{i=1}^{N_\mathrm{proc}} \int_{t-\Delta}^{t+\Delta} \delta_{X_s^{(i)}},\,\mathrm{d}s. \]
Convergence to the QSD: free-energy basin.
Convergence to the QSD: optimized state.
\(\Omega\) | Exit rate from QSD \((,\,\pm 1.96\sigma\))$ | Decorrelation rate | Ratio |
---|---|---|---|
Free-energy basin | \(2.0\times 10^{-3}\pm 1.2\times 10^{-4} \mathrm{ps}\) | \(8.8\times10^{-2}\,\mathrm{ps}^{-1}\) | \(44.0\pm2.6\) |
Optimized state | \(3.3\times 10^{-4}\pm 4.7\times10^{-5}\,\mathrm{ps}^{-1}\) | \(7.7\times10^{-2}\,\mathrm{ps}^{-1}\) | \(233.0\pm33.0\) |
Comparison of free-energy basin and optimized state. Shape optimization led to a \(5.3\pm0.8\) improvement in the original objective value.
Thank you! (Some bibliography on the next slide).