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Results for “Differential Dynamic Programming”

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At least 19 records

End-to-end learning of multiple sequence alignments with differentiable Smith–Waterman

Abstract Motivation Multiple sequence alignments (MSAs) of homologous sequences contain information on structural and functional constraints and their evolutionary histories. Despite their importance for many downstream tasks, such as structure prediction, MSA generation is often treated as a separate pre-processing step, without any guidance from the application it will be used for. Results Here, we implement a smooth and differentiable version of the Smith–Waterman pairwise alignment algorithm that enables jointly learning an MSA and a downstream machine learning system in an end-to-end fashion. To demonstrate its utility, we introduce SMURF (Smooth Markov Unaligned Random Field), a new method that jointly learns an alignment and the parameters of a Markov Random Field for unsupervised contact prediction. We find that SMURF learns MSAs that mildly improve contact prediction on a diverse set of protein and RNA families. As a proof of concept, we demonstrate that by connecting our differentiable alignment module to AlphaFold2 and maximizing predicted confidence, we can learn MSAs that improve structure predictions over the initial MSAs. Interestingly, the alignments that improve AlphaFold predictions are self-inconsistent and can be viewed as adversarial. This work highlights the potential of differentiable dynamic programming to improve neural network pipelines that rely on an alignment and the potential dangers of optimizing predictions of protein sequences with methods that are not fully understood. Availability and implementation Our code and examples are available at: https://github.com/spetti/SMURF. Supplementary information Supplementary data are available at Bioinformatics online.

59 BASIC BIOLOGICAL SCIENCES↗

A dynamic intron retention program enriched in RNA processing genes regulates gene expression during terminal erythropoiesis

Differentiating erythroblasts execute a dynamic alternative splicing program shown here to include extensive and diverse intron retention (IR) events. Cluster analysis revealed hundreds of developmentallydynamic introns that exhibit increased IR in mature erythroblasts, and are enriched in functions related to RNA processing such as SF3B1 spliceosomal factor. Distinct, developmentally-stable IR clusters are enriched in metal-ion binding functions and include mitoferrin genes SLC25A37 and SLC25A28 that are critical for iron homeostasis. Some IR transcripts are abundant, e.g. comprising ~50% of highly-expressed SLC25A37 and SF3B1 transcripts in late erythroblasts, and thereby limiting functional mRNA levels. IR transcripts tested were predominantly nuclearlocalized. Splice site strength correlated with IR among stable but not dynamic intron clusters, indicating distinct regulation of dynamically-increased IR in late erythroblasts. Retained introns were preferentially associated with alternative exons with premature termination codons (PTCs). High IR was observed in disease-causing genes including SF3B1 and the RNA binding protein FUS. Comparative studies demonstrated that the intron retention program in erythroblasts shares features with other tissues but ultimately is unique to erythropoiesis. Finally, we conclude that IR is a multi-dimensional set of processes that post-transcriptionally regulate diverse gene groups during normal erythropoiesis, misregulation of which could be responsible for human disease.

59 BASIC BIOLOGICAL SCIENCES↗

Inconsistent Investment and Consumption Problems

In a traditional Black–Scholes market we develop a verification theorem for a general class of investment and consumption problems where the standard dynamic programming principle does not hold. The theorem is an extension of the standard Hamilton–Jacobi–Bellman equation in the form of a system of non-linear differential equations. We derive the optimal investment and consumption strategy for a mean-variance investor without pre-commitment endowed with labor income. In the case of constant risk aversion it turns out that the optimal amount of money to invest in stocks is independent of wealth. The optimal consumption strategy is given as a deterministic bang-bang strategy. In order to have a more realistic model we allow the risk aversion to be time and state dependent. Of special interest is the case were the risk aversion is inversely proportional to present wealth plus the financial value of future labor income net of consumption. Using the verification theorem we give a detailed analysis of this problem. It turns out that the optimal amount of money to invest in stocks is given by a linear function of wealth plus the financial value of future labor income net of consumption. The optimal consumption strategy is again given as a deterministic bang-bang strategy. We also calculate, for a general time and state dependent risk aversion function, the optimal investment and consumption strategy for a mean-standard deviation investor without pre-commitment. In that case, it turns out that it is optimal to take no risk at all.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Bayesian differential programming for robust systems identification under uncertainty

This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable programming to propagate gradient information through ordinary differential equation solvers and perform Bayesian inference with respect to unknown model parameters using Hamiltonian Monte Carlo sampling. This allows an efficient inference of the posterior distributions over plausible models with quantified uncertainty, while the use of sparsity-promoting priors enables the discovery of interpretable and parsimonious representations for the underlying latent dynamics. A series of numerical studies is presented to demonstrate the effectiveness of the proposed methods, including nonlinear oscillators, predator–prey systems and examples from systems biology. Taken together, our findings put forth a flexible and robust workflow for data-driven model discovery under uncertainty. All codes and data accompanying this article are available at https://bit.ly/34FOJMj .

Science & Technology - Other Topics↗

Dynamic BAF chromatin remodeling complex subunit inclusion promotes temporally distinct gene expression programs in cardiogenesis

Chromatin remodeling complexes instruct cellular differentiation and lineage specific transcription. The BRG1/BRM-associated factor (BAF) complexes are important for several aspects of differentiation. We show that the catalytic subunit gene Brg1 has a specific role in cardiac precursors (CPs) to initiate cardiac gene expression programs and repress non-cardiac expression. Using immunopurification with mass spectrometry, we have determined the dynamic composition of BAF complexes during mammalian cardiac differentiation, identifying several cell-type specific subunits. We focused on the CP- and cardiomyocyte (CM)-enriched subunits BAF60c (SMARCD3) and BAF170 (SMARCC2). Baf60c and Baf170 co-regulate gene expression with Brg1 in CPs, and in CMs their loss results in broadly deregulated cardiac gene expression. BRG1, BAF60c and BAF170 modulate chromatin accessibility, to promote accessibility at activated genes while closing chromatin at repressed genes. BAF60c and BAF170 are required for proper BAF complex composition, and BAF170 loss leads to retention of BRG1 at CP-specific sites. Thus, dynamic interdependent BAF complex subunit assembly modulates chromatin states and thereby participates in directing temporal gene expression programs in cardiogenesis.

59 BASIC BIOLOGICAL SCIENCES↗

Applying Quantum Computing to Simulate Power System Dynamics

Power system dynamics are generally modeled by high dimensional nonlinear differential-algebraic equations due to a large number of generators, loads, and transmission lines. Thus, its computational complexity grows exponentially with the system size. This paper demonstrates the potential use of quantum computing algorithms to model the power system dynamics. Leveraging a symbolic programming framework, we equivalently convert the power system dynamics’ differential algebraic equations (DAEs) into ordinary differential equations (ODEs), where the data of the state vector can be encoded into quantum computers via amplitude encoding. The system's nonlinearity is captured by Taylor polynomial expansion, the quantum state tensor, and Hamiltonian simulation, whereas state variables can be updated by a quantum linear equation solver. Our results show that quantum computing can simulate the dynamics of the power system with high accuracy, whereas its complexity is polynomial in the logarithm of the system dimension. Our work also illustrates the use of scientific machine learning tools for implementing scientific computing concepts, e.g., Taylor expansion, DAEs/ODEs transform, and quantum computing solver, in the field of power engineering.

Tran, Huynh↗

Control of Fractional Diffusion Problems via Dynamic Programming Equations

In this study, we explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation, we use the Hamilton–Jacobi–Bellman equation. It is well known that this approach suffers from the curse of dimensionality, and to mitigate this problem we couple semi-Lagrangian schemes for the discretization of the dynamic programming principle with the use of Shepard approximation. This coupling enables approximation of high-dimensional problems. Numerical convergence toward the solution of the continuous problem is provided together with linear and nonlinear examples. The robustness of the method with respect to disturbances of the system is illustrated by comparisons with an open-loop control approach.

97 MATHEMATICS AND COMPUTING↗

Gaussian processes meet NeuralODEs: a Bayesian framework for learning the dynamics of partially observed systems from scarce and noisy data

We present a machine learning framework (GP-NODE) for Bayesian model discovery from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of differentiable programming to propagate gradient information through ordinary differential equation solvers and perform Bayesian inference with respect to unknown model parameters using Hamiltonian Monte Carlo sampling and Gaussian Process priors over the observed system states. This allows us to exploit temporal correlations in the observed data, and efficiently infer posterior distributions over plausible models with quantified uncertainty. The use of the Finnish Horseshoe as a sparsity-promoting prior for free model parameters also enables the discovery of parsimonious representations for the latent dynamics. A series of numerical studies is presented to demonstrate the effectiveness of the proposed GP-NODE method including predator–prey systems, systems biology and a 50-dimensional human motion dynamical system. This article is part of the theme issue ‘Data-driven prediction in dynamical systems’.

Science & Technology - Other Topics↗

Optimal mitigation and control over power system dynamics for stochastic grid resilience

Optimal mitigation planning for highly disruptive contingencies to a transmission-level power system requires optimization with dynamic power system constraints, due to the key role of dynamics in system stability to major perturbations. We formulate a generalized disjunctive program to determine optimal grid component hardening choices for protecting against major failures, with differential algebraic constraints representing system dynamics (specifically, differential equations representing generator and load behavior and algebraic equations representing instantaneous power balance over the transmission system). We optionally allow stochastic optimal pre-positioning across all considered failure scenarios, and optimal emergency control within each scenario. This novel formulation allows, for the first time, analyzing the resilience interdependencies of mitigation planning, preventive control, and emergency control. Using all three strategies in concert is particularly effective at maintaining robust power system operation under severe contingencies, as we demonstrate on the western system coordinating council 9-bus test system using synthetic multi-device outage scenarios.

30 DIRECT ENERGY CONVERSION↗

Implementing Ordinary Differential Equation Solvers in Rust Programming Language for Modeling Vehicle Powertrain Systems: Preprint

Efficient and accurate ordinary differential equation (ODE) solvers are necessary for powertrain and vehicle dynamics modeling. However, current commercial ODE solvers can be financially prohibitive, leading to a need for accessible, effective, open-source ODE solvers designed for powertrain modeling. Rust is a compiled programming language that has the potential to be used for fast and easy-to-use powertrain models, given its exceptional computational performance, robust package ecosystem, and short time required for modelers to become proficient. However, of the three commonly used (>3,000 downloads) packages in Rust with ODE solver capabilities, only one has more than four numerical methods implemented, and none are designed specifically for modeling physical systems. Therefore, the goal of the Differential Equation System Solver (DESS) was to implement accurate ODE solvers in Rust designed for the component-based problems often seen in powertrain modeling. DESS is a text-based software package that provides a flexible framework for building and solving systems of ODEs. This allows DESS to be included as a dependency for automotive powertrain models that require a variety of solvers and solver configurations. Seven explicit ODE solver methods have been implemented in DESS: Euler’s, Heun’s, midpoint, Ralston’s, classic Runge-Kutta, Bogacki-Shampine, and Cash-Karp. These represent five fixed-step methods and two adaptive-step methods. This paper shows that the solver implementations increase accuracy and computational efficiency compared to Euler's method when modeling a system of three thermal masses in Rust. DESS also includes features designed for modeling component-based physical systems. Users can define relationships between nodes in their system, which the package then translates into a system of equations, leading to simpler and more intuitive code. In the case of a three-thermal-mass system, the user can specify node thermal properties (e.g., thermal capacitance), how nodes are interconnected, and thermal conductance between nodes rather than providing a system of equations. The core contribution from this work is an open-source, text-based Rust package with ODE solvers for automotive powertrain modeling to support cost-free, fast, and accurate simulation.

ADVANCED PROPULSION SYSTEMS↗

Dynamics Informed Optimization for Resilient Energy Systems

Optimal mitigation planning for highly disruptive contingencies to a transmission-level power system requires optimization with dynamic power system constraints, due to the key role of dynamics in system stability to major perturbations. We formulate a generalized disjunctive program to determine optimal grid component hardening choices for protecting against major failures, with differential algebraic constraints representing system dynamics (specifically, differential equations representing generator and load behavior and algebraic equations representing instantaneous power balance over the transmission system). We optionally allow stochastic optimal pre-positioning across all considered failure scenarios, and optimal emergency control within each scenario. This novel formulation allows, for the first time, analyzing the resilience interdependencies of mitigation planning, preventive control, and emergency control. Using all three strategies in concert is particularly effective at maintaining robust power system operation under severe contingencies, as we demonstrate on the Western System Coordinating Council (WSCC) 9-bus test system using synthetic multi-device outage scenarios. Towards integrating our modeling framework with real threats and more realistic power systems, we explore applying hybrid dynamics to power systems. Our work is applied to basic RL circuits with the ultimate goal of using the methodology to model protective tripping schemes in the grid. Finally, we survey mitigation techniques for HEMP threats and describe a GIS application developed to create threat scenarios in a grid with geographic detail.

24 POWER TRANSMISSION AND DISTRIBUTION↗

H–J–B Equations of Optimal Consumption-Investment and Verification Theorems

We consider a consumption-investment problem on infinite time horizon maximizing discounted expected HARA utility for a general incomplete market model. Based on dynamic programming approach we derive the relevant H–J–B equation and study the existence and uniqueness of the solution to the nonlinear partial differential equation. By using the smooth solution we construct the optimal consumption rate and portfolio strategy and then prove the verification theorems under certain general settings.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming

We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is sequential quadratic programming (SQP) that utilizes a differentiable exact augmented Lagrangian as the merit function. Within each SQP iteration, we approximately solve the Newton system using an overlapping temporal decomposition strategy. We show that the approximate search direction is still a descent direction of the augmented Lagrangian provided the overlap size and penalty parameters are suitably chosen, which allows us to establish the global convergence. Moreover, we show that a unit step size is accepted locally for the approximate search direction and further establish a uniform, local linear convergence over stages. This local convergence rate matches the rate of the recent Schwarz scheme (Na et al. 2022). However, the Schwarz scheme has to solve nonlinear subproblems to optimality in each iteration, whereas we only perform a single Newton step instead. Numerical experiments validate our theories and demonstrate the superiority of our method.

97 MATHEMATICS AND COMPUTING↗

Solving differential‐algebraic equations in power system dynamic analysis with quantum computing

Abstract Power system dynamics are generally modeled by high dimensional non‐linear differential‐algebraic equations (DAEs) given a large number of components forming the network. These DAEs' complexity can grow exponentially due to the increasing penetration of distributed energy resources, whereas their computation time becomes sensitive due to the increasing interconnection of the power grid with other energy systems. This paper demonstrates the use of quantum computing algorithms to solve DAEs for power system dynamic analysis. We leverage a symbolic programming framework to equivalently convert the power system's DAEs into ordinary differential equations (ODEs) using index reduction methods and then encode their data into qubits using amplitude encoding. The system non‐linearity is captured by Hamiltonian simulation with truncated Taylor expansion so that state variables can be updated by a quantum linear equation solver. Our results show that quantum computing can solve the power system's DAEs accurately with a computational complexity polynomial in the logarithm of the system dimension. We also illustrate the use of recent advanced tools in scientific machine learning for implementing complex computing concepts, that is, Taylor expansion, DAEs/ODEs transformation, and quantum computing solver with abstract representation for power engineering applications.

computational complexity↗

Stochastic Differential Games for Fully Coupled FBSDEs with Jumps

This paper is concerned with stochastic differential games (SDGs) defined through fully coupled forward-backward stochastic differential equations (FBSDEs) which are governed by Brownian motion and Poisson random measure. The upper and the lower value functions are defined by the doubly controlled fully coupled FBSDEs with jumps. Using a new transformation introduced in Buchdahn (Stocha Process Appl 121:2715–2750, 2011), we prove that the upper and the lower value functions are deterministic. Then, after establishing the dynamic programming principle for the upper and the lower value functions of this SDGs, we prove that the upper and the lower value functions are the viscosity solutions to the associated upper and the lower second order integral-partial differential equations of Isaacs’ type combined with an algebraic equation, respectively. Furthermore, for a special case (when σ and h do not depend on (y,z,k)), under the Isaacs’ condition, we get the existence of the value of the game.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Rare Lepton Decays and Differentiable Hadronization Models - From Signatures of New Physics to Data-driven Event Generation

This dissertation is partitioned into two parts: phenomenological studies focused on rare lepton decays as probes of heavy and light new physics, and the development of differentiable, data-driven hadronization models. Part I develops the phenomenology of new physics signatures stemming from rare charged lepton flavor violating decays probed by experiments at the intensity frontier. These include interactions mediated by both high-scale effective operators and light new physics, manifesting in multi-lepton final states ($\mu \to 5e$), elastic nuclear transitions ($\mu \to e$ conversion), baryon-number-violating muon capture, and time-dependent signals from ultralight dark matter ($\mu \to e \phi, \tau \to \ell \phi$). Part II develops two distinct strategies for advancing differentiable and data-driven hadronization models. One involves comprehensive reweighting frameworks for hadronization that enable efficient uncertainty estimation, facilitate parameter tuning, and interface naturally with differentiable programming paradigms. The other introduces machine-learning-based methods for extracting microscopic fragmentation dynamics directly from macroscopic observables through the deformation of existing models -- effectively providing solutions to the inverse problem of hadronization. Altogether, these studies advance the interpretability, flexibility, and precision of theoretical predictions for both high-intensity and high-energy experiments.

Menzo, Tony [Cincinnati U.] (ORCID:000000022013457↗

Koopman-based Differentiable Predictive Control for the Dynamics-Aware Economic Dispatch Problem

The dynamics-aware economic dispatch (DED) problem embeds low-level generator dynamics and operational constraints to enable near real-time scheduling of generation units in a power network. DED produces a more dynamic supervisory control policy than traditional economic dispatch (T-ED) that reduces overall generation costs. However, the incorporation of differential equations that govern the system dynamics makes DED an optimization problem that is computationally prohibitive to solve. In this work, we present a new data-driven approach based on differentiable programming to efficiently obtain offline parametric solutions to the underlying DED problem. In particular, we employ the recently proposed differentiable predictive control (DPC) for offline learning of explicit neural control policies based on identified Koopman operator (KO) model of the system dynamics. We demonstrate the high solution quality and five orders of magnitude computational-time savings of the DPC method over the original optimization-based DED approach on a 9-bus test power grid network.

King, Ethan↗