data-driven_methods

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VAC (Variational approach for conformation dynamics)

Concept

we compute the two correlation matrices $C_0,C_\tau$

\[\begin{align*} c_{ij}(0) &= \langle \chi_i(x_t) \chi_j(x_t) \rangle_t,\\ c_{ij} (\tau) &= \langle \chi_i(x_t) \chi_j(x_{t+\tau}) \rangle_t \end{align*}\]

where $\langle\cdot\rangle_t$ is average over time $t$.

Then we solve the generalized eigenvalue problem

\[C_\tau r = C_0 r l(\tau)\]

where the eigenvalues $l(\tau)$ approximate the dominant eigenvalues of the Markov propagator or Markov backward propagator of the underlying dynamics.

The corresponding eigenfunction of the backward propagator is approximated by

\[\psi(x) = \sum_i r_i \chi_i(x)\]

Numerical examples

  1. Metastable potential from a Gaussian stationary density
  2. Ritz method with characteristic function (Markov state model)
  3. Ritz method with a Hermite basis
  4. Roothaan-Hall method with a Gaussian basis
  5. Nonlinear optimization
  6. Quartic potential

Paper

Code