TY - GEN
A1 - Weber, Marcus
A1 - Walter, Lionel
A1 - Kube, Susanna
A1 - Deuflhard, Peter
T1 - Stable computation of probability densities for metastable dynamical systems
N2 - 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.
T3 - ZIB-Report - 06-39
KW - dynamical systems
KW - metastability
KW - molecular conformations
KW - cluster analysis
KW - sampling
KW - aggregation/disaggregation
KW - domain decomposition
Y1 - 2006
UR - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/933
UR - https://nbn-resolving.org/urn:nbn:de:0297-zib-9331
ER -