论文标题

通过Instanton扩展进行低温自由能计算的近似最佳控制

Approximate optimal controls via instanton expansion for low temperature free energy computation

论文作者

Ferré, Grégoire, Grafke, Tobias

论文摘要

自由能的计算是统计物理学中的常见问题。一种计算如此高维积分的天然技术是求助于蒙特卡洛模拟。但是,这些技术通常会在低温方向上遭受较高的差异,因为期望通常由与稀有系统轨迹相对应的高值主导。减少估计器方差的标准方法是通过控制来修改动力学的漂移,从而增强了罕见事件的概率,从而导致所谓的重要性采样估计器。从理论上讲,最佳控制导致零变化估计器;但是,它被隐式定义并计算它与原始问题的难度相同。我们在这里提出了一种一般策略,以在扩散过程的较小温度限制中构建近似最佳控制,其第一个目标是减少自由能蒙特卡洛估计器的差异。我们的构造建立在低噪声渐近造成的基础上,通过扩展激体周围的最佳控制,这是描述低温下最有可能波动的路径。该技术不仅有助于减少差异,而且作为理论工具也很有趣,因为它与通常的小温度膨胀(WKB ANSATZ)不同。作为我们扩展的互补后果,我们为计算较小温度状态的自由能提供了一种扰动公式,该方案完善了现在标准的弗里德林 - 温泽尔渐近造。我们针对较低的订单明确计算了这一扩展,并解释了如何将我们的策略扩展到任意准确的顺序。我们通过说明性的数值示例支持我们的发现。

The computation of free energies is a common issue in statistical physics. A natural technique to compute such high dimensional integrals is to resort to Monte Carlo simulations. However these techniques generally suffer from a high variance in the low temperature regime, because the expectation is often dominated by high values corresponding to rare system trajectories. A standard way to reduce the variance of the estimator is to modify the drift of the dynamics with a control enhancing the probability of rare event, leading to so-called importance sampling estimators. In theory, the optimal control leads to a zero-variance estimator; it is however defined implicitly and computing it is of the same difficulty as the original problem. We propose here a general strategy to build approximate optimal controls in the small temperature limit for diffusion processes, with the first goal to reduce the variance of free energy Monte Carlo estimators. Our construction builds upon low noise asymptotics by expanding the optimal control around the instanton, which is the path describing most likely fluctuations at low temperature. This technique not only helps reducing variance, but it is also interesting as a theoretical tool since it differs from usual small temperature expansions (WKB ansatz). As a complementary consequence of our expansion, we provide a perturbative formula for computing the free energy in the small temperature regime, which refines the now standard Freidlin--Wentzell asymptotics. We compute this expansion explicitly for lower orders, and explain how our strategy can be extended to an arbitrary order of accuracy. We support our findings with illustrative numerical examples.

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