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Sampling Boltzmann distributions via normalizing flow approximation of transport maps

Zia Ur Rehman, Gero Friesecke

Abstract

In a celebrated paper \cite{noe2019boltzmann}, Noé, Olsson, Köhler and Wu introduced an efficient method for sampling high-dimensional Boltzmann distributions arising in molecular dynamics via normalizing flow approximation of transport maps. Here, we place this approach on a firm mathematical foundation. We prove the existence of a normalizing flow between the reference measure and the true Boltzmann distribution up to an arbitrarily small error in the Wasserstein distance. This result covers general Boltzmann distributions from molecular dynamics, which have low regularity due to the presence of interatomic Coulomb and Lennard-Jones interactions. The proof is based on a rigorous construction of the Moser transport map for low-regularity endpoint densities and approximation theorems for neural networks in Sobolev spaces. Numerical simulations for a simple model system and for the alanine dipeptide molecule confirm that the true and generated distributions are close in the Wasserstein distance. Moreover we observe that the RealNVP architecture does not just successfully capture the equilibrium Boltzmann distribution but also the metastable dynamics.

Sampling Boltzmann distributions via normalizing flow approximation of transport maps

Abstract

In a celebrated paper \cite{noe2019boltzmann}, Noé, Olsson, Köhler and Wu introduced an efficient method for sampling high-dimensional Boltzmann distributions arising in molecular dynamics via normalizing flow approximation of transport maps. Here, we place this approach on a firm mathematical foundation. We prove the existence of a normalizing flow between the reference measure and the true Boltzmann distribution up to an arbitrarily small error in the Wasserstein distance. This result covers general Boltzmann distributions from molecular dynamics, which have low regularity due to the presence of interatomic Coulomb and Lennard-Jones interactions. The proof is based on a rigorous construction of the Moser transport map for low-regularity endpoint densities and approximation theorems for neural networks in Sobolev spaces. Numerical simulations for a simple model system and for the alanine dipeptide molecule confirm that the true and generated distributions are close in the Wasserstein distance. Moreover we observe that the RealNVP architecture does not just successfully capture the equilibrium Boltzmann distribution but also the metastable dynamics.
Paper Structure (14 sections, 5 theorems, 39 equations, 2 figures)

This paper contains 14 sections, 5 theorems, 39 equations, 2 figures.

Key Result

Proposition 1

Let $\Omega\subset{\mathbb R}^{3N}$ be any open bounded set, let $\rho_0$ be any reference probability density on $\Omega$ which is continuous and strictly positive, and let $\rho_1$ be a Boltzmann distribution boltz on an open bounded set $D\subset{\mathbb R}^{3N}$ with $U$ satisfying potquali. The

Figures (2)

  • Figure 1: Comparison of real Langevin dynamics and RealNVP generated samples for the 2D double-well potential.
  • Figure 2: Comparison of true and generated $\Phi$--$\Psi$ distributions for alanine dipeptide

Theorems & Definitions (10)

  • Proposition 1: Nonexistence of Lipschitz transport maps
  • proof : Proof
  • Theorem 1: Convergence of regularized Boltzmann distributions
  • proof : Proof
  • Theorem 2: Existence and RealNVP approximation of the Moser transport map
  • proof : Proof
  • Theorem 3: Convergence of push-forward densities
  • proof : Proof
  • Theorem 4: Theoretical justification of the Boltzmann generator method
  • proof : Proof