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Session I.7 - Stochastic Computation

Tuesday, June 13, 15:00 ~ 15:30

Computing committor function and invariant distribution for randomly perturbed dynamical systems

Weiqing Ren

National University of Singapore, Singapore   -   This email address is being protected from spambots. You need JavaScript enabled to view it.

The committor function is a central object in understanding transitions between metastable states in complex systems. It has a simple mathematical description – it satisfies the backward Kol- mogorov equation. However, computing the committor function for realistic systems at low temperature is a challenging task, due to the curse of dimensionality and the scarcity of transition data. In this talk, I will present a computational approach that overcomes these issues and achieves good performance on complex benchmark problems with rough energy landscapes. The new approach combines deep learning, importance sampling and feature engineering techniques. I will also discuss the computation of invariant distributions from short trajectories using deep learning.

Joint work with Qianxiao Li (National University of Singapore) and Bo Lin (National University of Singapore).

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