Stable computation of probability densities for metastable dynamical systems
Please always quote using this URN:urn:nbn:de:0296-matheon-4840
- Whenever the invariant stationary density of metastable dynamical systems decomposes into almost invariant partial densities, its computation as eigenvector of some transition probability matrix is an ill-conditioned problem. In order to avoid this computational difficulty, we suggest to apply an aggregation/disaggregation method which only addresses wellconditioned sub-problems and thus results in a stable algorithm. In contrast to existing methods, the aggregation step is done via a sampling algorithm which covers only small patches of the sampling space. Finally, the theoretical analysis is illustrated by two biomolecular examples.
Author: | Marcus Weber, Lionel Walter, Susanna Röblitz, Peter Deuflhard |
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URN: | urn:nbn:de:0296-matheon-4840 |
Referee: | Christof Schütte |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2008/03/13 |
Release Date: | 2008/12/03 |
Institute: | Freie Universität Berlin |
Zuse Institute Berlin (ZIB) | |
Preprint Number: | 481 |