Solving eigenvalue PDEs of metastable diffusion processes using artificial neural networks
Wei Zhang, Tiejun Li, Christof Sch\"utte

TL;DR
This paper introduces a neural network-based numerical method to efficiently solve high-dimensional eigenvalue PDEs related to metastable diffusion processes, aiding understanding of their long-term dynamics.
Contribution
The paper presents a novel neural network algorithm capable of computing multiple eigenpairs of high-dimensional eigenvalue PDEs in a single training process.
Findings
Successfully applied to high-dimensional model problems
Effectively captures multiple eigenpairs simultaneously
Provides insights into metastable process dynamics
Abstract
In this paper, we consider the eigenvalue PDE problem of the infinitesimal generators of metastable diffusion processes. We propose a numerical algorithm based on training artificial neural networks for solving the leading eigenvalues and eigenfunctions of such high-dimensional eigenvalue problem. The algorithm is able to find multiple leading eigenpairs by solving a single training task. It is useful in understanding the dynamical behaviors of metastable processes on large timescales. We demonstrate the capability of our algorithm on a high-dimensional model problem, and on the simple molecular system alanine dipeptide.
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Taxonomy
TopicsNumerical methods for differential equations · Neural Networks and Applications · stochastic dynamics and bifurcation
