We introduce a new stochastic algorithm to locate the index-1 saddle points of a function $V:\mathbb R^d \to \mathbb R$, with $d$ possibly large. This algorithm can be seen as an equivalent of the stochastic gradient descent which is a natural stochastic process to locate local minima. It relies on two ingredients: (i) the concentration properties on index-1 saddle points of the first eigenmodes of the Witten Laplacian (associated with $V$) on $1$-forms and (ii) a probabilistic representation of a partial differential equation involving this differential operator. Numerical examples on simple molecular systems illustrate the efficacy of the proposed approach.
翻译:我们提出了一种新的随机算法,用于定位函数 $V:\mathbb R^d \to \mathbb R$(其中 $d$ 可能很大)的指标-1鞍点。该算法可视为随机梯度下降(一种定位局部极小值的自然随机过程)的等价形式。其依赖两个关键要素:(i) 维滕拉普拉斯算子(与 $V$ 相关)在 $1$-形式上的第一特征模在指标-1鞍点处的浓度性质,以及(ii) 涉及该微分算子的偏微分方程的概率表示。简单分子系统的数值算例验证了所提方法的有效性。