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We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain which depends on the temperature. From the point of view of stochastic processes, this gives information on the long-time behavior of the diffusion conditioned on non-absorption at the boundary, in the so-called quasistationary regime. Our results provide precise estimates of the spectral gap and principal eigenvalue, extending the Eyring-Kramers formula. The phenomenology is richer than in the case of a fixed boundary and gives new insight into the sensitivity of the spectrum with respect to the shape of the domain near critical points of the energy function. Our work is motivated by--and is relevant to--the problem of finding optimal hyperparameters for accelerated molecular dynamics algorithms.

The acceleration of material property calculations while maintaining ab initio accuracy (1 meV/atom) is one of the major challenges in computational physics. In this paper, we introduce a Python package enhancing the computation of (finite temperature) material properties at the ab initio level using machine learning interatomic potentials (MLIP). The Machine-Learning Assisted Canonical Sampling (MLACS) method, grounded in a self-consistent variational approach, iteratively trains a MLIP using an active learning strategy in order to significantly reduce the computational cost of ab initio simulations. MLACS offers a modular and user-friendly interface that seamlessly integrates Density Functional Theory (DFT) codes, MLIP potentials, and molecular dynamics packages, enabling a wide range of applications, while maintaining a near-DFT accuracy. These include sampling the canonical ensemble of a system, performing free energy calculations, transition path sampling, and geometry optimization, all by utilizing surrogate MLIP potentials, in place of ab initio calculations. This paper provides a comprehensive overview of the theoretical foundations and implementation of the MLACS method. We also demonstrate its accuracy and efficiency through various examples, showcasing the capabilities of the MLACS package.

One of the challenge that face the effectiveness of Polyvinyl Chloride geomembranes (PVC GMs) as a hydraulic barrier is the capacity to withstand unexpected mechanical actions, particularly tensile forces, during installation and throughout their lifespan. These forces pose risks of premature failure and impermeability degradation. In this study, the characterization of the short and long-term mechanical response of PVC GMs to uniaxial tensile forces has been investigated. Uniaxial tensile test have been performed for tensile rates spanning several orders of magnitude. Analysis of the true stress-strain curves reveals a significant decrease in tensile modulus, strength, and strain at failure at low strain rates, which are relatively close to those applied in situ. Long-term investigations have been conducted as well, through relaxation tests. Our key results unveil two distinct characteristic times in stress relaxation, with the fast relaxation occurring over the first four hours. During this phase, the pre-relaxation loading rate affects the relaxation behavior. Beyond this phase, the relaxation behavior becomes independent from the pre-relaxation loading rate. Burger's rheological model is proposed to measure the stress relaxation at different rates. The model's results validate the existence of two characteristic times.

We consider conformal prediction of multivariate data series, which consists of outputting prediction regions based on empirical quantiles of point-estimate errors. We actually consider hierarchical multivariate data series, for which some components are linear combinations of others. The intuition is that the hierarchical structure may be leveraged to improve the prediction regions in terms of their sizes for given coverage levels. We implement this intuition by including a projection step (also called reconciliation step) in the split conformal prediction [SCP] procedure and prove that the resulting prediction regions are indeed globally smaller than without the projection step. The associated strategies and their analyses rely on the literatures of both SCP and forecast reconciliation. We also illustrate the theoretical findings, both on artificial and on real data., Comment: 30 pages, 8 figures

This paper explores how automation and artificial intelligence (AI) are transforming U.S. cyber diplomacy. Leveraging these technologies helps the U.S. manage the complexity and urgency of cyber diplomacy, improving decision-making, efficiency, and security. As global inter connectivity grows, cyber diplomacy, managing national interests in the digital space has become vital. The ability of AI and automation to quickly process vast data volumes enables timely responses to cyber threats and opportunities. This paper underscores the strategic integration of these tools to maintain U.S. competitive advantage and secure national interests. Automation enhances diplomatic communication and data processing, freeing diplomats to focus on strategic decisions. AI supports predictive analytics and real time decision making, offering critical insights and proactive measures during high stakes engagements. Case studies show AIs effectiveness in monitoring cyber activities and managing international cyber policy. Challenges such as ethical concerns, security vulnerabilities, and reliance on technology are also addressed, emphasizing human oversight and strong governance frameworks. Ensuring proper ethical guidelines and cybersecurity measures allows the U.S. to harness the benefits of automation and AI while mitigating risks. By adopting these technologies, U.S. cyber diplomacy can become more proactive and effective, navigating the evolving digital landscape with greater agility.

This is a preliminary version. Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics literature to estimate high-dimensional integrals. One can introduce a non-constant diffusion matrix to precondition these dynamics, and recent works have optimized it in order to sooner reach stationarity by overcoming entropic and energy barriers. However, the methodology introduced to compute these optimal diffusions is not suited to high-dimensional settings, as it relies on costly optimization procedures. In this work, we propose a class of diffusion matrices, based on one-dimensional collective variables (CVs), which helps dynamics explore the latent space defined by the CV. The form of the diffusion matrix is such that the effective dynamics, which are approximations of the processes as observed on the latent space, are governed by the optimal effective diffusion coefficient in a homogenized limit, which possesses an analytical expression. We describe how this class of diffusion matrices can be constructed and learned during the simulation. We provide implementations of the Metropolis--Adjusted Langevin Algorithm and Riemann Manifold (Generalized) Hamiltonian Monte Carlo algorithms, and discuss numerical optimizations in the case when the CV depends only on a few number of components of the position of the system. We illustrate the efficiency gains of using this class of diffusion by computing mean transition durations between two configurations of a dimer in a solvent., Comment: 33 pages, 7 figures

We propose a method utilizing physics-informed neural networks (PINNs) to solve Poisson equations that serve as control variates in the computation of transport coefficients via fluctuation formulas, such as the Green--Kubo and generalized Einstein-like formulas. By leveraging approximate solutions to the Poisson equation constructed through neural networks, our approach significantly reduces the variance of the estimator at hand. We provide an extensive numerical analysis of the estimators and detail a methodology for training neural networks to solve these Poisson equations. The approximate solutions are then incorporated into Monte Carlo simulations as effective control variates, demonstrating the suitability of the method for moderately high-dimensional problems where fully deterministic solutions are computationally infeasible., Comment: 42 pages, 8 figures

In molecular dynamics, transport coefficients measure the sensitivity of the invariant probability measure of the stochastic dynamics at hand with respect to some perturbation. They are typically computed using either the linear response of nonequilibrium dynamics, or the Green--Kubo formula. The estimators for both approaches have large variances, which motivates the study of variance reduction techniques for computing transport coefficients. We present an alternative approach, called the \emph{transient subtraction technique} (inspired by early work by Ciccotti and Jaccucci in 1975), which amounts to simulating a transient dynamics started off equilibrium and relaxing towards the equilibrium state, from which we subtract a sensibly coupled equilibrium trajectory, resulting in an estimator with smaller variance. We present the mathematical formulation of the transient subtraction technique, give error estimates on the bias and variance of the associated estimator, and demonstrate the relevance of the method through numerical illustrations for various systems., Comment: 31 pages, 4 figures

We present and analyze a control variate strategy based on couplings to reduce the variance of finite difference estimators of sensitivity coefficients, called transport coefficients in the physics literature. We study the bias and variance of a sticky-coupling and a synchronous-coupling based estimator as the finite difference parameter $\eta$ goes to zero. For diffusions with elliptic additive noise, we show that when the drift is contractive outside a compact the bias of a sticky-coupling based estimator is bounded as $\eta \to 0$ and its variance behaves like $\eta^{-1}$, compared to the standard estimator whose bias and variance behave like $\eta^{-1}$ and $\eta^{-2}$, respectively. Under the stronger assumption that the drift is contractive everywhere, we additionally show that the bias and variance of the synchronous-coupling based estimator are both bounded as $\eta \to 0$. Our hypotheses include overdamped Langevin dynamics with many physically relevant non-convex potentials. We illustrate our theoretical results with numerical examples, including overdamped Langevin dynamics with a highly non-convex Lennard-Jones potential to demonstrate both failure of synchronous coupling and the effectiveness of sticky coupling in the not globally contractive setting., Comment: 57 pages, 11 figures

Boolean networks are a valuable class of discrete dynamical systems models, but they remain fundamentally limited by their inability to capture multi-way interactions in their components. To remedy this limitation, we propose a model of Boolean hypernetworks, which generalize standard Boolean networks. Utilizing the bijection between hypernetworks and bipartite networks, we show how Boolean hypernetworks generalize standard Boolean networks. We derive ensembles of Boolean hypernetworks from standard random Boolean networks and simulate the dynamics of each. Our results indicate that several properties of Boolean network dynamics are affected by the addition of multi-way interactions, and that these additions can have stabilizing or destabilizing effects., Comment: 10.5 pages, 7 figures

We study the long-time convergence behavior of underdamped Langevin dynamics, when the spatial equilibrium satisfies a weighted Poincar\'e inequality, with a general velocity distribution, which allows for fat-tail or subexponential potential energies, and provide constructive and fully explicit estimates in $\mathrm{L}^2$-norm with $\mathrm{L}^\infty$ initial conditions. A key ingredient is a space-time weighted Poincar\'e--Lions inequality, which in turn implies a weak Poincar\'e--Lions inequality., Comment: This is a preliminary version of the work. The proofs are complete, but we will reorganize and polish the manuscript before submitting to a journal. Comments are welcome!

In this paper, we consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$ stages, and each episode is evaluated with respect to a reward function that will be revealed only at the end of the episode. We propose an algorithm, called APO-MVP, that achieves a regret bound of order $\tilde{\mathcal{O}}(\mathrm{poly}(H)\sqrt{SAT})$, where $S$ and $A$ are sizes of the state and action spaces, respectively. This result improves upon the best-known regret bound by a factor of $\sqrt{S}$, bridging the gap between adversarial and stochastic MDPs, and matching the minimax lower bound $\Omega(\sqrt{H^3SAT})$ as far as the dependencies in $S,A,T$ are concerned. The proposed algorithm and analysis completely avoid the typical tool given by occupancy measures; instead, it performs policy optimization based only on dynamic programming and on a black-box online linear optimization strategy run over estimated advantage functions, making it easy to implement. The analysis leverages two recent techniques: policy optimization based on online linear optimization strategies (Jonckheere et al., 2023) and a refined martingale analysis of the impact on values of estimating transitions kernels (Zhang et al., 2023).

We consider the problem of sampling a high dimensional multimodal target probability measure. We assume that a good proposal kernel to move only a subset of the degrees of freedoms (also known as collective variables) is known a priori. This proposal kernel can for example be built using normalizing flows. We show how to extend the move from the collective variable space to the full space and how to implement an accept-reject step in order to get a reversible chain with respect to a target probability measure. The accept-reject step does not require to know the marginal of the original measure in the collective variable (namely to know the free energy). The obtained algorithm admits several variants, some of them being very close to methods which have been proposed previously in the literature. We show how the obtained acceptance ratio can be expressed in terms of the work which appears in the Jarzynski-Crooks equality, at least for some variants. Numerical illustrations demonstrate the efficiency of the approach on various simple test cases, and allow us to compare the variants of the algorithm., Comment: Rewritten introduction, added references, small corrections and clarifications

This informative report provides a comprehensive analysis of how executive federal report agencies implement the National Institute of Standards and Technology's (NIST) Risk Management Framework (RMF) to achieve cybersecurity compliance. By exploring the concept and evolution of the RMF, the report delves into the framework's importance for enhancing cybersecurity measures within federal agencies, addressing the challenges these agencies face in the digital landscape. Through a methodical literature review, the report examines theoretical foundations, implementation strategies, and the critical role of continuous monitoring and automation in RMF processes, drawing from key sources like Ross (2014), Lubell (2020), Barrett et al. (2021), and Pillitteri et al. (2021, 2022), among others. Employing a detailed methodology for data collection and analysis, the report presents findings on the successes and challenges of RMF implementation, highlighting the impact of automation and continuous monitoring in bolstering cybersecurity postures. Case studies offer in-depth insights into the experiences of specific agencies, providing lessons learned and best practices. The report concludes with strategic recommendations for overcoming implementation challenges and suggests future directions for enhancing RMF research and practice. This investigation underscores the RMF's critical role in establishing robust cybersecurity compliance across executive federal agencies, offering valuable recommendations for policymakers, cybersecurity professionals, and governmental bodies., Comment: This research paper was showcased at the University of West Florida Student Scholars Symposium and Faculty Research Showcase on April 18, 2024. It is supported by the National Science Foundation (NSF) under Grant No. 1946442. The views, findings, and conclusions presented are solely those of the author(s) and do not necessarily represent the views of the NSF

Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian inference. By varying the diffusion coefficient, there are in fact infinitely many overdamped Langevin dynamics which are reversible with respect to the target probability measure at hand. This suggests to optimize the diffusion coefficient in order to increase the convergence rate of the dynamics, as measured by the spectral gap of the generator associated with the stochastic differential equation. We analytically study this problem here, obtaining in particular necessary conditions on the optimal diffusion coefficient. We also derive an explicit expression of the optimal diffusion in some appropriate homogenized limit. Numerical results, both relying on discretizations of the spectral gap problem and Monte Carlo simulations of the stochastic dynamics, demonstrate the increased quality of the sampling arising from an appropriate choice of the diffusion coefficient., Comment: 78 pages, 12 figures

We work out a version of the van Trees inequality in a Hajek--Le Cam spirit, i.e., under minimal assumptions that, in particular, involve no direct pointwise regularity assumptions on densities but rather almost-everywhere differentiability in quadratic mean of the model. Surprisingly, it suffices that the latter differentiability holds along canonical directions -- not along all directions. Also, we identify a (slightly stronger) version of the van Trees inequality as a very instance of a Cramer--Rao bound, i.e., the van Trees inequality is not just a Bayesian analog of the Cramer--Rao bound. We provide, as an illustration, an elementary proof of the local asymptotic minimax theorem for quadratic loss functions, again assuming differentiability in quadratic mean only along canonical directions.

We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small disjoint windows through which it can escape. This problem is motivated by practical questions arising in various scientific fields (in particular cellular biology and molecular dynamics). We apply the quasi-stationary distribution approach to metastability, which requires to study the eigenvalue problem for the Laplacian operator with Dirichlet boundary conditions on the small absorbing part of the boundary, and Neumann boundary conditions on the remaining reflecting part. We obtain rigorous asymptotic estimates of the first eigenvalue and of the normal derivative of the associated eigenfunction in the limit of infinitely small exit regions, which yield asymptotic estimates of the first exit time and first exit point distribution starting from the quasi-stationary distribution within the disk.

Structured reinforcement learning leverages policies with advantageous properties to reach better performance, particularly in scenarios where exploration poses challenges. We explore this field through the concept of orchestration, where a (small) set of expert policies guides decision-making; the modeling thereof constitutes our first contribution. We then establish value-functions regret bounds for orchestration in the tabular setting by transferring regret-bound results from adversarial settings. We generalize and extend the analysis of natural policy gradient in Agarwal et al. [2021, Section 5.3] to arbitrary adversarial aggregation strategies. We also extend it to the case of estimated advantage functions, providing insights into sample complexity both in expectation and high probability. A key point of our approach lies in its arguably more transparent proofs compared to existing methods. Finally, we present simulations for a stochastic matching toy model.

Finding collective variables to describe some important coarse-grained information on physical systems, in particular metastable states, remains a key issue in molecular dynamics. Recently, machine learning techniques have been intensively used to complement and possibly bypass expert knowledge in order to construct collective variables. Our focus here is on neural network approaches based on autoencoders. We study some relevant mathematical properties of the loss function considered for training autoencoders, and provide physical interpretations based on conditional variances and minimum energy paths. We also consider various extensions in order to better describe physical systems, by incorporating more information on transition states at saddle points, and/or allowing for multiple decoders in order to describe several transition paths. Our results are illustrated on toy two dimensional systems and on alanine dipeptide., Comment: 37 pages including 15 figures and 2 appendices

We present an experimental and simulation-based investigation of the temporal evolution of light emission from a thin, laser-ionized Helium plasma source. We demonstrate an analytic model to calculate the approximate scaling of the time-integrated, on-axis light emission with the initial plasma density and temperature, supported by the experiment, which enhances the understanding of plasma light measurement for plasma wakefield accelerator (PWFA) plasma sources. Our model simulates the plasma density and temperature using a split-step Fourier code and a particle-in-cell (PIC) code. A fluid simulation is then used to model the plasma and neutral density, and the electron temperature as a function of time and position. We then show the numerical results of the space-and-time-resolved light emission and that collisional excitation is the dominant source of light emission. We validate our model by measuring the light emitted by a laser-ionized plasma using a novel statistical method capable of resolving the nanosecond-scale temporal dynamics of the plasma light using a cost-effective camera with microsecond-scale timing jitter. This method is ideal for deployment in the high radiation environment of a particle accelerator that precludes the use of expensive nanosecond-gated cameras. Our results show that our models can effectively simulate the dynamics of a thin, laser-ionized plasma source and this work is useful to understand the plasma light measurement, which plays an important role in the PWFA., Comment: 12 pages, 11 figures

Calculating averages with respect to multimodal probability distributions is often necessary in applications. Markov chain Monte Carlo (MCMC) methods to this end, which are based on time averages along a realization of a Markov process ergodic with respect to the target probability distribution, are usually plagued by a large variance due to the metastability of the process. In this work, we mathematically analyze an importance sampling approach for MCMC methods that rely on the overdamped Langevin dynamics. Specifically, we study an estimator based on an ergodic average along a realization of an overdamped Langevin process for a modified potential. The estimator we consider incorporates a reweighting term in order to rectify the bias that would otherwise be introduced by this modification of the potential. We obtain an explicit expression in dimension 1 for the biasing potential that minimizes the asymptotic variance of the estimator for a given observable, and propose a general numerical approach for approximating the optimal potential in the multi-dimensional setting. We also investigate an alternative approach where, instead of the asymptotic variance for a given observable, a weighted average of the asymptotic variances corresponding to a class of observables is minimized. Finally, we demonstrate the capabilities of the proposed method by means of numerical experiments.

This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltonian dynamics and kinetic Langevin diffusion, that encompasses the unadjusted Hamiltonian Monte Carlo method. Assuming that the target distribution $\pi$ satisfies a log-Sobolev inequality and mild conditions on the corresponding potential function, we establish quantitative bounds on the relative entropy of the iterates defined by the algorithm, with respect to $\pi$. Our approach is based on a perturbative and discrete version of the modified entropy method developed to establish hypocoercivity for the continuous-time kinetic Langevin process. As a corollary of our main result, we are able to derive complexity bounds for the class of algorithms at hand. In particular, we show that the total number of iterations to achieve a target accuracy $\varepsilon >0$ is of order $d/\varepsilon^{1/4}$, where $d$ is the dimension of the problem. This result can be further improved in the case of weakly interacting mean field potentials, for which we find a total number of iterations of order $(d/\varepsilon)^{1/4}$.

We describe a family of descent algorithms which generalizes common existing schemes used in applications such as neural network training and more broadly for optimization of smooth functions--potentially for global optimization, or as a local optimization method to be deployed within global optimization schemes like basin hopping. By introducing an auxiliary degree of freedom we create a dynamical system with improved stability, reducing oscillatory modes and accelerating convergence to minima. The resulting algorithms are simple to implement and control, and convergence can be shown directly by Lyapunov's second method. Although this framework, which we refer to as friction-adaptive descent (FAD), is fairly general, we focus most of our attention here on a specific variant: kinetic energy stabilization (which can be viewed as a zero-temperature Nos\'e--Hoover scheme but with added dissipation in both physical and auxiliary variables), termed KFAD (kinetic FAD). To illustrate the flexibility of the FAD framework we consider several other methods. in certain asymptotic limits, these methods can be viewed as introducing cubic damping in various forms; they can be more efficient than linearly dissipated Hamiltonian dynamics in common optimization settings. We present details of the numerical methods and show convergence for both the continuous and discretized dynamics in the convex setting by constructing Lyapunov functions. The methods are tested using a toy model (the Rosenbrock function). We also demonstrate the methods for structural optimization for atomic clusters in Lennard--Jones and Morse potentials. The experiments show the relative efficiency and robustness of FAD in comparison to linearly dissipated Hamiltonian dynamics.

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.

We consider the problem of minimizing a convex function over a closed convex set, with Projected Gradient Descent (PGD). We propose a fully parameter-free version of AdaGrad, which is adaptive to the distance between the initialization and the optimum, and to the sum of the square norm of the subgradients. Our algorithm is able to handle projection steps, does not involve restarts, reweighing along the trajectory or additional gradient evaluations compared to the classical PGD. It also fulfills optimal rates of convergence for cumulative regret up to logarithmic factors. We provide an extension of our approach to stochastic optimization and conduct numerical experiments supporting the developed theory.

We consider contextual bandit problems with knapsacks [CBwK], a problem where at each round, a scalar reward is obtained and vector-valued costs are suffered. The learner aims to maximize the cumulative rewards while ensuring that the cumulative costs are lower than some predetermined cost constraints. We assume that contexts come from a continuous set, that costs can be signed, and that the expected reward and cost functions, while unknown, may be uniformly estimated -- a typical assumption in the literature. In this setting, total cost constraints had so far to be at least of order $T^{3/4}$, where $T$ is the number of rounds, and were even typically assumed to depend linearly on $T$. We are however motivated to use CBwK to impose a fairness constraint of equalized average costs between groups: the budget associated with the corresponding cost constraints should be as close as possible to the natural deviations, of order $\sqrt{T}$. To that end, we introduce a dual strategy based on projected-gradient-descent updates, that is able to deal with total-cost constraints of the order of $\sqrt{T}$ up to poly-logarithmic terms. This strategy is more direct and simpler than existing strategies in the literature. It relies on a careful, adaptive, tuning of the step size.

We present a method to compute transport coefficients in molecular dynamics. Transport coefficients quantify the linear dependencies of fluxes in non-equilibrium systems subject to small external forcings. Whereas standard non-equilibrium approaches fix the forcing and measure the average flux induced in the system driven out of equilibrium, a dual philosophy consists in fixing the value of the flux, and measuring the average magnitude of the forcing needed to induce it. A deterministic version of this approach, named Norton dynamics, was studied in the 1980s by Evans and Morris. In this work, we introduce a stochastic version of this method, first developing a general formal theory for a broad class of diffusion processes, and then specializing it to underdamped Langevin dynamics, which are commonly used for molecular dynamics simulations. We provide numerical evidence that the stochastic Norton method provides an equivalent measure of the linear response, and in fact demonstrate that this equivalence extends well beyond the linear response regime. This work raises many intriguing questions, both from the theoretical and the numerical perspectives.

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected thanks to a Metropolis procedure. Unbiased sampling is guaranteed by the preservation by the numerical integrators of two key properties of the Hamiltonian dynamics: volume-preservation and reversibility up to momentum reversal. For separable Hamiltonian functions, some standard explicit numerical schemes, such as the St\"ormer-Verlet integrator, satisfy these properties. However, for numerical or physical reasons, one may consider a Hamiltonian function which is nonseparable, in which case the standard numerical schemes which preserve the volume and satisfy reversibility up to momentum reversal are implicit. When implemented in practice, such implicit schemes may admit many solutions or none, especially when the timestep is too large. We show here how to enforce the numerical reversibility, and thus unbiasedness, of HMC schemes in this context by introducing a reversibility check. In addition, for some specific forms of the Hamiltonian function, we discuss the consistency of these HMC schemes with some Langevin dynamics, and show in particular that our algorithm yields an efficient discretization of the metropolized overdamped Langevin dynamics with position-dependent diffusion coefficients. Numerical results illustrate the relevance of the reversibility check on simple problems., Comment: 63 pages, 8 figures

As part of the Digital Working Group (GTnum) #Scol_IA "Renewal of digital practices and creative uses of digital and AI" we are pleased to present the white paper "Teaching and learning in the era of Artificial Intelligence, Acculturation, integration and creative uses of AI in education". The white paper edited by Margarida Romero, Laurent Heiser and Alexandre Lepage aims to provide the various educational actors with a diversified perspective both on the issues of acculturation and training in AI and on the resources and feedback from the various research teams and organisations. of scientific culture in the French-speaking countries. A multidisciplinary approach makes it possible to consider the perspectives of researchers in computer science as well as those of education and training sciences, information and communication sciences and the expertise of teaching professionals. and scientific mediation., Comment: in French language

Computing accurate rate constants for catalytic events occurring at the surface of a given material represents a challenging task with multiple potential applications in chemistry. To address this question, we propose an approach based on a combination of the rare event sampling method called Adaptive Multilevel Splitting (AMS) and ab initio molecular dynamics (AIMD). The AMS method requires a one dimensional reaction coordinate to index the progress of the transition. Identifying a good reaction coordinate is difficult, especially for high dimensional problems such a those encountered in catalysis. We probe various approaches to build reaction coordinates such as Support Vector Machine and path collective variables. The AMS is implemented so as to communicate with a DFT-plane wave code. A relevant case study in catalysis: the change of conformation and the dissociation of a water molecule chemisorbed on the (100) $\gamma$-alumina surface is used to evaluate our approach. The calculated rate constants and transition mechanisms are discussed and compared to those obtained by a conventional static approach based on the Eyring-Polanyi equation with harmonic approximation. It is revealed that the AMS method may provide rate constants which are smaller than the static approach by up to two orders of magnitude due to entropic effects involved in the chemisorbed water., Comment: 33 pages, 9 figures

Transport coefficients, such as the mobility, thermal conductivity and shear viscosity, are quantities of prime interest in statistical physics. At the macroscopic level, transport coefficients relate an external forcing of magnitude $\eta$, with $\eta \ll 1$, acting on the system to an average response expressed through some steady-state flux. In practice, steady-state averages involved in the linear response are computed as time averages over a realization of some stochastic differential equation. Variance reduction techniques are of paramount interest in this context, as the linear response is scaled by a factor of $1/\eta$, leading to large statistical error. One way to limit the increase in the variance is to allow for larger values of $\eta$ by increasing the range of values of the forcing for which the nonlinear part of the response is sufficiently small. In theory, one can add an extra forcing to the physical perturbation of the system, called synthetic forcing, as long as this extra forcing preserves the invariant measure of the reference system. The aim is to find synthetic perturbations allowing to reduce the nonlinear part of the response as much as possible. We present a mathematical framework for quantifying the quality of synthetic forcings, in the context of linear response theory, and discuss various possible choices for them. Our findings are illustrated with numerical results in low-dimensional systems.

We study time averages for the norm of solutions to kinetic Fokker--Planck equations associated with general Hamiltonians. We provide fully explicit and constructive decay estimates for systems subject to a confining potential, allowing fat-tail, sub-exponential and (super-)exponential local equilibria, which also include the classic Maxwellian case. The key step in our estimates is a modified Poincar\'e inequality, obtained via a Lions--Poincar\'e inequality and an averaging lemma.

Using Brownian dynamics simulations, we investigate the effects of confinement, adsorption on surfaces and ion-ion interactions on the response of confined electrolyte solutions to oscillating electric fields in the direction perpendicular to the confining walls. Nonequilibrium simulations allow to characterize the transitions between linear and nonlinear regimes when varying the magnitude and frequency of the applied field but the linear response, characterized by the frequency-dependent conductivity, is more efficiently predicted from the equilibrium current fluctuations. To that end, we (rederive and) use the Green-Kubo relation appropriate for overdamped dynamics, which differs from the standard one for Newtonian or underdamped Langevin dynamics. This expression highlights the contributions of the underlying Brownian fluctuations and of the interactions of the particles between them and with external potentials. While already known in the literature, this relation has rarely been used to date, beyond the static limit to determine the effective diffusion coefficient or the DC conductivity. The frequency-dependent conductivity always decays from a bulk-like behavior at high frequency to a vanishing conductivity at low frequency due to the confinement of the charge carriers by the walls. We discuss the characteristic features of the crossover between the two regimes, most importantly how the crossover frequency depends on the confining distance and the salt concentration, and the fact that adsorption on the walls may lead to significant changes both at high- and low-frequencies. Conversely, our results illustrate the possibility to obtain information on diffusion between walls, charge relaxation and adsorption by analyzing the frequency-dependent conductivity., Comment: 17 pages, 16 figures, contains appendix

Equilibrium properties in statistical physics are obtained by computing averages with respect to Boltzmann-Gibbs measures, sampled in practice using ergodic dynamics such as the Langevin dynamics. Some quantities however cannot be computed by simply sampling the Boltzmann-Gibbs measure, in particular transport coefficients, which relate the current of some physical quantity of interest to the forcing needed to induce it. For instance, a temperature difference induces an energy current, the proportionality factor between these two quantities being the thermal conductivity. From an abstract point of view, transport coefficients can also be considered as some form of sensitivity analysis with respect to an added forcing to the baseline dynamics. There are various numerical techniques to estimate transport coefficients, which all suffer from large errors, in particular large statistical errors. This contribution reviews the most popular methods, namely the Green-Kubo approach where the transport coefficient is expressed as some time-integrated correlation function, and the approach based on longtime averages of the stochastic dynamics perturbed by an external driving (so-called nonequilibrium molecular dynamics). In each case, the various sources of errors are made precise, in particular the bias related to the time discretization of the underlying continuous dynamics, and the variance of the associated Monte Carlo estimators. Some recent alternative techniques to estimate transport coefficients are also discussed.

Finite temperature calculations, based on ab initio molecular dynamics (AIMD) simulations, are a powerful tool able to predict material properties that cannot be deduced from ground state calculations. However, the high computational cost of AIMD limits its applicability for large or complex systems. To circumvent this limitation we introduce a new method named Machine Learning Assisted Canonical Sampling (MLACS), which accelerates the sampling of the Born--Oppenheimer potential surface in the canonical ensemble. Based on a self-consistent variational procedure, the method iteratively trains a Machine Learning Interatomic Potential to generate configurations that approximate the canonical distribution of positions associated with the ab initio potential energy. By proving the reliability of the method on anharmonic systems, we show that the method is able to reproduce the results of AIMD with an ab initio accuracy at a fraction of its computational cost.

We lay the foundations of a non-parametric theory of best-arm identification in multi-armed bandits with a fixed budget T. We consider general, possibly non-parametric, models D for distributions over the arms; an overarching example is the model D = P(0,1) of all probability distributions over [0,1]. We propose upper bounds on the average log-probability of misidentifying the optimal arm based on information-theoretic quantities that correspond to infima over Kullback-Leibler divergences between some distributions in D and a given distribution. This is made possible by a refined analysis of the successive-rejects strategy of Audibert, Bubeck, and Munos (2010). We finally provide lower bounds on the same average log-probability, also in terms of the same new information-theoretic quantities; these lower bounds are larger when the (natural) assumptions on the considered strategies are stronger. All these new upper and lower bounds generalize existing bounds based, e.g., on gaps between distributions.

Quantum key distribution with solid-state single-photon emitters is gaining traction due to their rapidly improving performance and compatibility with future quantum network architectures. In this work, we perform fibre-based quantum key distribution with a quantum dot frequency-converted to telecom wavelength, achieving count rates of 1.6 MHz with $g^{\left(2\right)}\left(0\right) = 3.6 \%$. We demonstrate positive key rates up to 175 km in the asymptotic regime. We then show that the community standard analysis for non-decoy state QKD drastically overestimates the acquisition time required to generate secure finite keys. Our improved analysis using the multiplicative Chernoff bound reduces the required number of received signals by a factor of $10^8$ over existing work, with the finite key rate approaching the asymptotic limit at all achievable distances for acquisition times of one hour. Over a practical distance of 100 km we achieve a finite key rate of 13 kbps after one minute of integration time. This result represents major progress towards the feasibility of long-distance single-emitter QKD networks., Comment: 9 pages, 3 figures

The scaling of the mobility of two-dimensional Langevin dynamics in a periodic potential as the friction vanishes is not well understood for non-separable potentials. Theoretical results are lacking, and numerical calculation of the mobility in the underdamped regime is challenging because the computational cost of standard Monte Carlo methods is inversely proportional to the friction coefficient, while deterministic methods are ill-conditioned. In this work, we propose a new variance-reduction method based on control variates for efficiently estimating the mobility of Langevin-type dynamics. We provide bounds on the bias and variance of the proposed estimator, and illustrate its efficacy through numerical experiments, first in simple one-dimensional settings and then for two-dimensional Langevin dynamics. Our results corroborate previous numerical evidence on the scaling of the mobility in the low friction regime for a simple non-separable potential.

We consider contextual bandits with knapsacks, with an underlying structure between rewards generated and cost vectors suffered. We do so motivated by sales with commercial discounts. At each round, given the stochastic i.i.d.\ context $\mathbf{x}_t$ and the arm picked $a_t$ (corresponding, e.g., to a discount level), a customer conversion may be obtained, in which case a reward $r(a,\mathbf{x}_t)$ is gained and vector costs $c(a_t,\mathbf{x}_t)$ are suffered (corresponding, e.g., to losses of earnings). Otherwise, in the absence of a conversion, the reward and costs are null. The reward and costs achieved are thus coupled through the binary variable measuring conversion or the absence thereof. This underlying structure between rewards and costs is different from the linear structures considered by Agrawal and Devanur [2016] (but we show that the techniques introduced in the present article may also be applied to the case of these linear structures). The adaptive policies exhibited solve at each round a linear program based on upper-confidence estimates of the probabilities of conversion given $a$ and $\mathbf{x}$. This kind of policy is most natural and achieves a regret bound of the typical order (OPT/$B$) $\sqrt{T}$, where $B$ is the total budget allowed, OPT is the optimal expected reward achievable by a static policy, and $T$ is the number of rounds., Comment: Thirty-sixth Conference on Neural Information Processing Systems, 2022, New Orleans, United States

Molecular systems often remain trapped for long times around some local minimum of the potential energy function, before switching to another one -- a behavior known as metastability. Simulating transition paths linking one metastable state to another one is difficult by direct numerical methods. In view of the promises of machine learning techniques, we explore in this work two approaches to more efficiently generate transition paths: sampling methods based on generative models such as variational autoencoders, and importance sampling methods based on reinforcement learning.

This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation which can be seen as a perturbation of Hamiltonian dynamics. From an analytical point of view, the generator of Langevin dynamics is a degenerate elliptic operator. The evolution of the law of the stochastic process is governed by the Fokker-Planck equation, and its longtime convergence can be obtained via hypocoercive techniques, some of which are reviewed here. One consequence of these analytical results in terms of error estimates for the computation of average properties of molecular systems is the estimation of the asymptotic variance of time averages in a central limit theorem.

In this paper, we model a real-time feasible rosette imager, consisting of a rosette scanner, an optical sensor and a deterministic image reconstruction algorithm. We fine-tune the rosette imager through selecting the appropriate sensor field of view and rosette pattern. The sensor field of view is determined through a greedy approach using uniform random sampling. Furthermore, the optimal rosette pattern is selected by determining which pattern best covers the imaging area uniformly. We explore image sparsity, image decimation and Gaussian filtering in a well-known natural data set and dead leaves data set using the PSNR, Peak-Signal-to-Noise Ratio. This exploration helps to establish a connection between PSNR and image sparsity. Furthermore, we compare various rosette imager configurations in a Bayesian framework. We also conclude that the rosette imager does not outperform a focal-plane array of equivalent samples in terms of image quality but can match the performance.

Hidden Markov models (HMMs) are general purpose models for time-series data widely used across the sciences because of their flexibility and elegance. However fitting HMMs can often be computationally demanding and time consuming, particularly when the the number of hidden states is large or the Markov chain itself is long. Here we introduce a new Graphical Processing Unit (GPU) based algorithm designed to fit long chain HMMs, applying our approach to an HMM for nonvolcanic tremor events developed by Wang et al.(2018). Even on a modest GPU, our implementation resulted in a 1000-fold increase in speed over the standard single processor algorithm, allowing a full Bayesian inference of uncertainty related to model parameters. Similar improvements would be expected for HMM models given large number of observations and moderate state spaces (<80 states with current hardware). We discuss the model, general GPU architecture and algorithms and report performance of the method on a tremor dataset from the Shikoku region, Japan.