@article{BittracherKoltaiKlusetal., author = {Bittracher, Andreas and Koltai, P{\´e}ter and Klus, Stefan and Banisch, Ralf and Dellnitz, Michael and Sch{\"u}tte, Christof}, title = {Transition manifolds of complex metastable systems: Theory and data-driven computation of effective dynamics}, series = {Jounal of Nonlinear Science}, volume = {28}, journal = {Jounal of Nonlinear Science}, number = {2}, doi = {10.1007/s00332-017-9415-0}, pages = {471 -- 512}, abstract = {We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective dynamics. For answering this question, we aim at finding nonlinear coordinates, called reaction coordinates, such that the projection of the dynamics onto these coordinates preserves the dominant time scales of the dynamics. We show that, based on a specific reducibility property, the existence of good low-dimensional reaction coordinates preserving the dominant time scales is guaranteed. Based on this theoretical framework, we develop and test a novel numerical approach for computing good reaction coordinates. The proposed algorithmic approach is fully local and thus not prone to the curse of dimension with respect to the state space of the dynamics. Hence, it is a promising method for data-based model reduction of complex dynamical systems such as molecular dynamics.}, language = {en} } @misc{BittracherKoltaiKlusetal., author = {Bittracher, Andreas and Koltai, P{\´e}ter and Klus, Stefan and Banisch, Ralf and Dellnitz, Michael and Sch{\"u}tte, Christof}, title = {Transition manifolds of complex metastable systems: Theory and data-driven computation of effective dynamics}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-63822}, abstract = {We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective dynamics. For answering this question, we aim at finding nonlinear coordinates, called reaction coordinates, such that the projection of the dynamics onto these coordinates preserves the dominant time scales of the dynamics. We show that, based on a specific reducibility property, the existence of good low-dimensional reaction coordinates preserving the dominant time scales is guaranteed. Based on this theoretical framework, we develop and test a novel numerical approach for computing good reaction coordinates. The proposed algorithmic approach is fully local and thus not prone to the curse of dimension with respect to the state space of the dynamics. Hence, it is a promising method for data-based model reduction of complex dynamical systems such as molecular dynamics.}, language = {en} } @article{KlusSchuette, author = {Klus, Stefan and Sch{\"u}tte, Christof}, title = {Towards tensor-based methods for the numerical approximation of the Perron-Frobenius and Koopman operator}, series = {Journal of Computational Dynamics}, volume = {3}, journal = {Journal of Computational Dynamics}, number = {2}, doi = {10.3934/jcd.2016007}, pages = {139 -- 161}, abstract = {The global behavior of dynamical systems can be studied by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with the system. Two important operators which are frequently used to gain insight into the system's behavior are the Perron-Frobenius operator and the Koopman operator. Due to the curse of dimensionality, computing the eigenfunctions of high-dimensional systems is in general infeasible. We will propose a tensor-based reformulation of two numerical methods for computing finite-dimensional approximations of the aforementioned infinite-dimensional operators, namely Ulam's method and Extended Dynamic Mode Decomposition (EDMD). The aim of the tensor formulation is to approximate the eigenfunctions by low-rank tensors, potentially resulting in a significant reduction of the time and memory required to solve the resulting eigenvalue problems, provided that such a low-rank tensor decomposition exists. Typically, not all variables of a high-dimensional dynamical system contribute equally to the system's behavior, often the dynamics can be decomposed into slow and fast processes, which is also reflected in the eigenfunctions. Thus, the weak coupling between different variables might be approximated by low-rank tensor cores. We will illustrate the efficiency of the tensor-based formulation of Ulam's method and EDMD using simple stochastic differential equations.}, language = {en} } @article{KlusGelssPeitzetal., author = {Klus, Stefan and Gelß, Patrick and Peitz, Sebastian and Sch{\"u}tte, Christof}, title = {Tensor-based dynamic mode decomposition}, series = {Nonlinearity}, volume = {31}, journal = {Nonlinearity}, number = {7}, publisher = {IOP Publishing Ltd \& London Mathematical Society}, doi = {10.1088/1361-6544/aabc8f}, language = {en} } @misc{MollenhauerSchusterKlusetal., author = {Mollenhauer, Mattes and Schuster, Ingmar and Klus, Stefan and Sch{\"u}tte, Christof}, title = {Singular Value Decomposition of Operators on Reproducing Kernel Hilbert Spaces}, series = {Advances om Dynamics, Optimization and Computation. Series: Studies in Systems, Decision and Control. A volume dedicated to Michael Dellnitz on his 60th birthday}, volume = {304}, journal = {Advances om Dynamics, Optimization and Computation. Series: Studies in Systems, Decision and Control. A volume dedicated to Michael Dellnitz on his 60th birthday}, editor = {Junge, Oliver and Sch{\"u}tze, O. and Froyland, Gary and Ober-Blobaum, S. and Padberg-Gehle, K.}, publisher = {Springer International}, isbn = {978-3-030-51264-4}, doi = {10.1007/978-3-030-51264-4_5}, pages = {109 -- 131}, language = {en} } @article{KlusKoltaiSchuette, author = {Klus, Stefan and Koltai, Peter and Sch{\"u}tte, Christof}, title = {On the numerical approximation of the Perron-Frobenius and Koopman operator}, series = {Journal of Computational Dynamics}, volume = {3}, journal = {Journal of Computational Dynamics}, number = {1}, doi = {10.3934/jcd.2016003}, pages = {51 -- 77}, abstract = {Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with a dynamical system. Examples of such operators are the Perron-Frobenius and the Koopman operator. In this paper, we will review di� fferent methods that have been developed over the last decades to compute � infinite-dimensional approximations of these in� finite-dimensional operators - in particular Ulam's method and Extended Dynamic Mode Decomposition (EDMD) - and highlight the similarities and di� fferences between these approaches. The results will be illustrated using simple stochastic di� fferential equations and molecular dynamics examples.}, language = {en} } @article{GelssKlusEisertetal., author = {Gelß, Patrick and Klus, Stefan and Eisert, Jens and Sch{\"u}tte, Christof}, title = {Multidimensional Approximation of Nonlinear Dynamical Systems}, series = {Journal of Computational and Nonlinear Dynamics}, volume = {14}, journal = {Journal of Computational and Nonlinear Dynamics}, number = {6}, doi = {10.1115/1.4043148}, abstract = {A key task in the field of modeling and analyzing nonlinear dynamical systems is the recovery of unknown governing equations from measurement data only. There is a wide range of application areas for this important instance of system identification, ranging from industrial engineering and acoustic signal processing to stock market models. In order to find appropriate representations of underlying dynamical systems, various data-driven methods have been proposed by different communities. However, if the given data sets are high-dimensional, then these methods typically suffer from the curse of dimensionality. To significantly reduce the computational costs and storage consumption, we propose the method multidimensional approximation of nonlinear dynamical systems (MANDy) which combines data-driven methods with tensor network decompositions. The efficiency of the introduced approach will be illustrated with the aid of several high-dimensional nonlinear dynamical systems.}, language = {en} } @article{ZhangKlusConradetal., author = {Zhang, Wei and Klus, Stefan and Conrad, Tim and Sch{\"u}tte, Christof}, title = {Learning chemical reaction networks from trajectory data}, series = {SIAM Journal on Applied Dynamical Systems (SIADS)}, volume = {18}, journal = {SIAM Journal on Applied Dynamical Systems (SIADS)}, number = {4}, doi = {10.1137/19M1265880}, pages = {2000 -- 2046}, abstract = {We develop a data-driven method to learn chemical reaction networks from trajectory data. Modeling the reaction system as a continuous-time Markov chain and assuming the system is fully observed,our method learns the propensity functions of the system with predetermined basis functions by maximizing the likelihood function of the trajectory data under l^1 sparse regularization. We demonstrate our method with numerical examples using synthetic data and carry out an asymptotic analysis of the proposed learning procedure in the infinite-data limit.}, language = {en} } @article{NiemannKlusConradetal., author = {Niemann, Jan-Hendrik and Klus, Stefan and Conrad, Natasa Djurdjevac and Sch{\"u}tte, Christof}, title = {Koopman-Based Surrogate Models for Multi-Objective Optimization of Agent-Based Systems}, series = {Physica D: Nonlinear Phenomena}, volume = {460}, journal = {Physica D: Nonlinear Phenomena}, doi = {https://doi.org/10.1016/j.physd.2024.134052}, pages = {134052}, abstract = {Agent-based models (ABMs) provide an intuitive and powerful framework for studying social dynamics by modeling the interactions of individuals from the perspective of each individual. In addition to simulating and forecasting the dynamics of ABMs, the demand to solve optimization problems to support, for example, decision-making processes naturally arises. Most ABMs, however, are non-deterministic, high-dimensional dynamical systems, so objectives defined in terms of their behavior are computationally expensive. In particular, if the number of agents is large, evaluating the objective functions often becomes prohibitively time-consuming. We consider data-driven reduced models based on the Koopman generator to enable the efficient solution of multi-objective optimization problems involving ABMs. In a first step, we show how to obtain data-driven reduced models of non-deterministic dynamical systems (such as ABMs) that depend on potentially nonlinear control inputs. We then use them in the second step as surrogate models to solve multi-objective optimal control problems. We first illustrate our approach using the example of a voter model, where we compute optimal controls to steer the agents to a predetermined majority, and then using the example of an epidemic ABM, where we compute optimal containment strategies in a prototypical situation. We demonstrate that the surrogate models effectively approximate the Pareto-optimal points of the ABM dynamics by comparing the surrogate-based results with test points, where the objectives are evaluated using the ABM. Our results show that when objectives are defined by the dynamic behavior of ABMs, data-driven surrogate models support or even enable the solution of multi-objective optimization problems.}, language = {en} } @article{KlusDjurdjevacConrad, author = {Klus, Stefan and Djurdjevac Conrad, Natasa}, title = {Koopman-based spectral clustering of directed and time-evolving graphs}, series = {Journal of Nonlinear Science}, volume = {33}, journal = {Journal of Nonlinear Science}, doi = {10.1007/s00332-022-09863-0}, pages = {8}, abstract = {While spectral clustering algorithms for undirected graphs are well established and have been successfully applied to unsupervised machine learning problems ranging from image segmentation and genome sequencing to signal processing and social network analysis, clustering directed graphs remains notoriously difficult. Two of the main challenges are that the eigenvalues and eigenvectors of graph Laplacians associated with directed graphs are in general complex-valued and that there is no universally accepted definition of clusters in directed graphs. We first exploit relationships between the graph Laplacian and transfer operators and in particular between clusters in undirected graphs and metastable sets in stochastic dynamical systems and then use a generalization of the notion of metastability to derive clustering algorithms for directed and time-evolving graphs. The resulting clusters can be interpreted as coherent sets, which play an important role in the analysis of transport and mixing processes in fluid flows.}, language = {en} }