Tony Lelièvre

Sébastien Boyaval, Claude Le Bris, Tony Lelièvre et al.

We report here on the recent application of a now classical general reduction technique, the Reduced-Basis approach initiated in [C. Prud'homme, D. Rovas, K. Veroy, Y. Maday, A. T. Patera, and G. Turinici. Reliable real-time solution of parametrized partial differential equations: Reduced-basis output bounds methods. Journal of Fluids Engineering, 124(1):7080, 2002.], to the specific context of differential equations with random coefficients. After an elementary presentation of the approach, we review two contributions of the authors: [S. Boyaval, C. Le Bris, Y. Maday, N.C. Nguyen, and A.T. Patera. A reduced basis approach for variational problems with stochastic parameters: Application to heat conduction with variable Robin co-efficient. Computer Methods in Applied Mechanics and Engineering, 198(4144):3187-3206, 2009.], which presents the application of the RB approach for the discretization of a simple second order elliptic equation supplied with a random boundary condition, and [S. Boyaval and T. Lelièvre, A variance reduction method for parametrized stochastic differential equations using the reduced basis paradigm with T. Lelièvre, Commun. Math. Sci. 8, special Issue "Mathematical Issue on Complex Fluids" P. Zhang ed., to appear, 2010, ARXIV preprint arXiv:0906.3600], which uses a RB type approach to reduce the variance in the Monte-Carlo simulation of a stochastic differential equation. We conclude the review with some general comments and also discuss possible tracks for further research in the direction.

Tony Lelièvre, Francis Nier, Grigorios A. Pavliotis

We consider non-reversible perturbations of reversible diffusions that do not alter the invariant distribution and we ask whether there exists an optimal perturbation such that the rate of convergence to equilibrium is maximized. We solve this problem for the case of linear drift by proving the existence of such optimal perturbations and by providing an easily implementable algorithm for constructing them. We discuss in particular the role of the prefactor in the exponential convergence estimate. Our rigorous results are illustrated by numerical experiments.

Houssam Alrachid, Tony Lelièvre

In this paper, we propose an improvement of the adaptive biasing force (ABF) method, by projecting the estimated mean force onto a gradient. The associated stochastic process satisfies a non linear stochastic differential equation. Using entropy techniques, we prove exponential convergence to the stationary state of this stochastic process. We finally show on some numerical examples that the variance of the approximated mean force is reduced using this technique, which makes the algorithm more efficient than the standard ABF method.

Sébastien Boyaval, Tony Lelièvre, Claude Mangoubi

In this article, we analyze the stability of various numerical schemes for differential models of viscoelastic fluids. More precisely, we consider the prototypical Oldroyd-B model, for which a free energy dissipation holds, and we show under which assumptions such a dissipation is also satisfied for the numerical scheme. Among the numerical schemes we analyze, we consider some discretizations based on the log-formulation of the Oldroyd-B system proposed by Fattal and Kupferman, which have been reported to be numerically more stable than discretizations of the usual formulation in some benchmark problems. Our analysis gives some tracks to understand these numerical observations.

Fabien Casenave, Alexandre Ern, Tony Lelièvre

The reduced basis method is a model reduction technique yielding substantial savings of computational time when a solution to a parametrized equation has to be computed for many values of the parameter. Certification of the approximation is possible by means of an a posteriori error bound. Under appropriate assumptions, this error bound is computed with an algorithm of complexity independent of the size of the full problem. In practice, the evaluation of the error bound can become very sensitive to round-off errors. We propose herein an explanation of this fact. A first remedy has been proposed in [F. Casenave, Accurate \textit{a posteriori} error evaluation in the reduced basis method. \textit{C. R. Math. Acad. Sci. Paris} \textbf{350} (2012) 539--542.]. Herein, we improve this remedy by proposing a new approximation of the error bound using the Empirical Interpolation Method (EIM). This method achieves higher levels of accuracy and requires potentially less precomputations than the usual formula. A version of the EIM stabilized with respect to round-off errors is also derived. The method is illustrated on a simple one-dimensional diffusion problem and a three-dimensional acoustic scattering problem solved by a boundary element method.

Tony Lelièvre

We present how entropy estimates and logarithmic Sobolev inequalities on the one hand, and the notion of quasi-stationary distribution on the other hand, are useful tools to analyze metastable overdamped Langevin dynamics, in particular to quantify the degree of metastability. We discuss the interest of these approaches to estimate the efficiency of some classical algorithms used to speed up the sampling, and to evaluate the error introduced by some coarse-graining procedures. This paper is a summary of a plenary talk given by the author at the ENUMATH 2011 conference.

Tony Lelièvre

We present a review of recent works on the mathematical analysis of algorithms which have been proposed by A.F. Voter and co-workers in the late nineties in order to efficiently generate long trajectories of metastable processes. These techniques have been successfully applied in many contexts, in particular in the field of materials science. The mathematical analysis we propose relies on the notion of quasi stationary distribution.

Fabien Casenave, Alexandre Ern, Tony Lelièvre

The Empirical Interpolation Method (EIM) is a greedy procedure that constructs approximate representations of two-variable functions in separated form. In its classical presentation, the two variables play a non-symmetric role. In this work, we give an equivalent definition of the EIM approximation, in which the two variables play symmetric roles. Then, we give a proof for the existence of this approximation, and extend it up to the convergence of the EIM, and for any norm chosen to compute the error in the greedy step. Finally, we introduce a way to compute a separated representation in the case where the number of selected values is different for each variable. In the case of a physical field measured by sensors, this is useful to discard a broken sensor while keeping the information provided by the associated selected field.

Tony Lelièvre

The objective of this review article is to present recent results on the mathematical analysis of the Accelerated Dynamics algorithms introduced by A.F. Voter in collaboration with D. Perez and M. Sorensen. Using the notion of quasi-stationary distribution, one is able to rigorously justify the fact that the exit event from a metastable state for the Langevin or overdamped Langevin dynamics can be modeled by a kinetic Monte Carlo model. Moreover, under some geometric assumptions, one can prove that this kinetic Monte Carlo model can be parameterized using Eyring-Kramers formulas. These are the building blocks required to analyze the Accelerated Dynamics algorithms, to understand their efficiency and their accuracy, and to improve and generalize these techniques beyond their original scope.

Tony Lelièvre, Geneviève Robin, Inass Sekkat et al.

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.

Tony Lelièvre, Giovanni Samaey, Przemysław Zieliński

We analyse convergence of a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with time-scale separation between the (fast) evolution of individual trajectories and the (slow) evolution of the macroscopic function of interest. We consider a class of methods, presented in [Debrabant, K., Samaey, G., Zieliński, P. A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations. SINUM, 55 (2017) no. 6, 2745-2786], that performs short bursts of path simulations, combined with the extrapolation of a few macroscopic state variables forward in time. After extrapolation, a new microscopic state is then constructed, consistent with the extrapolated variable and minimising the perturbation caused by the extrapolation. In the present paper, we study a specific method in which this perturbation is minimised in a relative entropy sense. We discuss why relative entropy is a useful metric, both from a theoretical and practical point of view, and rigorously study local errors and numerical stability of the resulting method as a function of the extrapolation time step and the number of macroscopic state variables. Using these results, we discuss convergence to the full microscopic dynamics, in the limit when the extrapolation time step tends to zero and the number of macroscopic state variables tends to infinity.

Zineb Belkacemi, Paraskevi Gkeka, Tony Lelièvre et al.

Free energy biasing methods have proven to be powerful tools to accelerate the simulation of important conformational changes of molecules by modifying the sampling measure. However, most of these methods rely on the prior knowledge of low-dimensional slow degrees of freedom, i.e. Collective Variables (CV). Alternatively, such CVs can be identified using machine learning (ML) and dimensionality reduction algorithms. In this context, approaches where the CVs are learned in an iterative way using adaptive biasing have been proposed: at each iteration, the learned CV is used to perform free energy adaptive biasing to generate new data and learn a new CV. In this paper, we introduce a new iterative method involving CV learning with autoencoders: Free Energy Biasing and Iterative Learning with AutoEncoders (FEBILAE). Our method includes a reweighting scheme to ensure that the learning model optimizes the same loss at each iteration, and achieves CV convergence. Using the alanine dipeptide system and the solvated chignolin mini-protein system as examples, we present results of our algorithm using the extended adaptive biasing force as the free energy adaptive biasing method.

Andrew Binder, Tony Lelièvre, Gideon Simpson

Metastability is a common obstacle to performing long molecular dynamics simulations. Many numerical methods have been proposed to overcome it. One method is parallel replica dynamics, which relies on the rapid convergence of the underlying stochastic process to a quasi-stationary distribution. Two requirements for applying parallel replica dynamics are knowledge of the time scale on which the process converges to the quasi-stationary distribution and a mechanism for generating samples from this distribution. By combining a Fleming-Viot particle system with convergence diagnostics to simultaneously identify when the process converges while also generating samples, we can address both points. This variation on the algorithm is illustrated with various numerical examples, including those with entropic barriers and the 2D Lennard-Jones cluster of seven atoms.