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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.

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Metadaten
Author:Marcus Weber, Lionel Walter, Susanna Röblitz, Peter Deuflhard
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
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