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README.md

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@@ -11,7 +11,7 @@ Link to extended preprint: [http://arxiv.org/abs/2112.05735](http://arxiv.org/ab
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</p>
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## The main functionality: `DPFC`
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## Main functionality: `DPFC`
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To obtain the time dependent control functions create an instance of `DPFC`
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```python
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- `reweight`: boolean indicating whether reweighting of forward trajectories is necessary, i.e. when:
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- path constraints are relevant for the problem,
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- the target is a non typical system state and the forward flow will be sampled as a reweighted Brownian bridge,
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- `U` : function handle representing the path constraints, i.e. <img src="https://render.githubusercontent.com/render/math?math=U(x,t) = ( x - sin(t) )^2"> ,
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- `U` : function handle representing the path constraints, i.e. <img src="https://render.githubusercontent.com/render/math?math=U(x,t) = ( x - sin(t) )^2"> , for pushing the controlled trajectories towards the sin(t) line. Expects two arguments, so even if path constraint is non timedependent add an extra dummy variable in the argument list,
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- `dens_est` : idicator determining the method to be employed for the logarithmic gradient (score) estimation. Currently supported:
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- `nonparametric` : for nonparametric sparse kernel estimation,
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- `reject` : boolean variable determining whether rejection of backward trajectories failing to reach the initial condition will take place
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(this is mostly used as an indicator of numerical instabilities - if everything runs smoothly 1 or 2 trajectories need to be deleted, but often none of them
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if more trajectories get deleted, then rerun the computation with more particles N)
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-
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- `kern` : the kernel that will be employed for the nonparametric logarithmic gradient estimation of the sampled densities. Currently supported:
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- `RBF` : radial basis function kernel with lengthscale estimated at every time step from the samples,
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- `f_true` : function handler of system drift function when the reweighted Brownian bridge functionality for forward sampling is used. In that case, `f` should be supplied with the drift function of the brownian bridge, `U` should be set to the necessary path constraint (see paper), and `reweight` and `brown_bridge` should be turned to True,
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- `brown_bridge`: boolean variable indicating whether the sampling of the forward flow will happen with reweighted Brownian bridge dynamics.

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