Variational approach for learning Markov processes from time series data

Inference, prediction and control of complex dynamical systems from time series is important in many areas, including financial markets, power grid management, climate and weather modeling, or molecular dynamics. The analysis of such highly nonlinear dynamical systems is facilitated by the fact that we can often find a (generally nonlinear) transformation of the system coordinates to features in which the dynamics can be excellently approximated by a linear Markovian model. Moreover, the large number of system variables often change collectively on large time- and length-scales, facilitating a low-dimensional analysis in feature space. In this paper, we introduce a variational approach for Markov processes (VAMP) that allows us to find optimal feature mappings and optimal Markovian models of the dynamics from given time series data. The key insight is that the best linear model can be obtained from the top singular components of the Koopman operator. This leads to the definition of a family of score functions called VAMP-r which can be calculated from data, and can be employed to optimize a Markovian model. In addition, based on the relationship between the variational scores and approximation errors of Koopman operators, we propose a new VAMP-E score, which can be applied to cross-validation for hyper-parameter optimization and model selection in VAMP. VAMP is valid for both reversible and nonreversible processes and for stationary and non-stationary processes or realizations

Graph Dynamical Networks for Unsupervised Learning of Atomic Scale Dynamics in Materials

Understanding the dynamical processes that govern the performance of functional materials is essential for the design of next generation materials to tackle global energy and environmental challenges. Many of these processes involve the dynamics of individual atoms or small molecules in condensed phases, e.g. lithium ions in electrolytes, water molecules in membranes, molten atoms at interfaces, etc., which are difficult to understand due to the complexity of local environments. In this work, we develop graph dynamical networks, an unsupervised learning approach for understanding atomic scale dynamics in arbitrary phases and environments from molecular dynamics simulations. We show that important dynamical information can be learned for various multi-component amorphous material systems, which is difficult to obtain otherwise. With the large amounts of molecular dynamics data generated everyday in nearly every aspect of materials design, this approach provides a broadly useful, automated tool to understand atomic scale dynamics in material systems.Comment: 25 + 7 pages, 5 + 3 figure

Optimal reaction coordinates and kinetic rates from the projected dynamics of transition paths

Finding optimal reaction coordinates and predicting accurate kinetic rates for activated processes are two of the foremost challenges of molecular simulations. We introduce an algorithm that tackles the two problems at once: starting from a limited number of reactive molecular dynamics trajectories (transition paths), we automatically generate with a Monte Carlo approach a sequence of different reaction coordinates that progressively reduce the kinetic rate of their projected effective dynamics. Based on a variational principle, the minimal rate accurately approximates the exact one, and it corresponds to the optimal reaction coordinate. After benchmarking the method on an analytic double-well system, we apply it to complex atomistic systems: the interaction of carbon nanoparticles of different sizes in water.Comment: 19 pages, 10 figure